-64.1%
HUYA vs VT
+139.0%
-203.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.1% | +7.0% |
| 7D | +10.1% | -2.3% | +12.4% | +13.7% |
| 30D | -4.4% | -5.0% | +0.6% | +2.7% |
| 3M | -9.1% | -4.9% | -4.3% | -2.6% |
| 6M | -29.2% | -1.5% | -27.6% | -28.2% |
| YTD | -19.3% | +8.5% | -27.8% | -28.4% |
| 1Y | -14.6% | +11.4% | -26.0% | -27.0% |
| 3Y | +68.9% | +70.1% | -1.1% | -22.2% |
| 5Y | -31.3% | +53.7% | -85.0% | -61.9% |
| All | -64.1% | +139.0% | -203.1% | -86.3% |
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