-93.4%
HTZ vs VYM
+76.7%
-170.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.3% | -17.5% | -14.6% |
| 7D | -7.7% | -3.0% | -4.7% | -0.9% |
| 30D | -13.1% | +0.9% | -14.0% | -13.3% |
| 3M | +14.7% | -2.7% | +17.4% | +22.8% |
| 6M | -70.6% | +3.4% | -74.0% | -71.8% |
| YTD | -65.2% | +13.3% | -78.5% | -71.2% |
| 1Y | -73.2% | +17.0% | -90.2% | -79.0% |
| 3Y | -80.8% | +67.0% | -147.8% | -91.6% |
| 5Y | -94.8% | +67.3% | -162.1% | -97.7% |
| All | -93.4% | +76.7% | -170.1% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling