-64.8%
HUYA vs VT
+144.6%
-209.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.7% |
| 7D | -1.8% | +2.4% | -4.2% | -5.0% |
| 30D | -5.7% | -1.5% | -4.2% | -3.7% |
| 3M | -8.1% | -4.1% | -4.0% | -2.5% |
| 6M | -25.9% | +0.6% | -26.5% | -27.1% |
| YTD | -20.8% | +11.0% | -31.8% | -32.0% |
| 1Y | -17.1% | +13.3% | -30.4% | -30.8% |
| 3Y | +65.4% | +73.4% | -8.0% | -25.9% |
| 5Y | -44.2% | +57.4% | -101.6% | -70.0% |
| All | -64.8% | +144.6% | -209.4% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling