-91.5%
HTZ vs VYM
+80.6%
-172.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +2.0% |
| 7D | +7.5% | 0.0% | +7.5% | +7.5% |
| 30D | +47.4% | -0.5% | +48.0% | +49.0% |
| 3M | -54.9% | +3.0% | -57.9% | -57.3% |
| 6M | -47.0% | +8.2% | -55.2% | -53.6% |
| YTD | -55.3% | +15.8% | -71.1% | -65.1% |
| 1Y | -57.6% | +20.8% | -78.5% | -69.4% |
| 3Y | -86.6% | +65.3% | -151.9% | -94.1% |
| 5Y | -86.1% | +76.6% | -162.7% | -94.3% |
| All | -91.5% | +80.6% | -172.1% | -96.7% |
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