-62.7%
HUYA vs VT
+145.2%
-207.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +0.4% |
| 7D | +13.4% | +0.4% | +13.1% | +12.8% |
| 30D | +0.9% | -2.6% | +3.5% | +4.7% |
| 3M | -6.2% | -3.2% | -2.9% | -1.8% |
| 6M | -22.0% | +0.9% | -22.9% | -23.5% |
| YTD | -16.0% | +11.3% | -27.3% | -28.1% |
| 1Y | -10.7% | +14.0% | -24.7% | -26.2% |
| 3Y | +89.8% | +75.8% | +13.9% | -16.6% |
| 5Y | -33.0% | +57.8% | -90.8% | -64.2% |
| All | -62.7% | +145.2% | -207.9% | -86.2% |
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