+28.5%
HYD vs VT
+222.7%
-194.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -2.1% | -0.7% | -1.4% | -1.9% |
| 3M | -3.0% | +4.0% | -7.0% | -4.2% |
| 6M | -1.0% | +12.3% | -13.3% | -4.7% |
| YTD | -0.8% | +14.0% | -14.8% | -5.0% |
| 1Y | +2.0% | +20.3% | -18.3% | -4.0% |
| 3Y | +11.6% | +75.4% | -63.9% | -8.4% |
| 5Y | -4.1% | +66.0% | -70.1% | -20.1% |
| 10Y | +28.5% | +228.2% | -199.7% | -21.1% |
| All | +28.5% | +222.7% | -194.2% | -21.1% |
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