+84.4%
HYD vs VOO
+802.4%
-718.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.0% | -2.0% | +0.9% | -0.6% |
| 30D | -2.7% | -1.7% | -1.0% | -2.3% |
| 3M | -3.4% | +4.7% | -8.1% | -4.3% |
| 6M | -1.5% | +12.6% | -14.0% | -3.9% |
| YTD | -1.4% | +11.8% | -13.2% | -3.7% |
| 1Y | +0.9% | +17.5% | -16.7% | -2.5% |
| 3Y | +10.9% | +77.0% | -66.1% | -2.3% |
| 5Y | -4.7% | +82.6% | -87.3% | -17.3% |
| 10Y | +27.7% | +320.0% | -292.3% | -5.6% |
| All | +84.4% | +802.4% | -718.0% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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