+145.2%
HYD vs VT
+669.7%
-524.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | +0.3% | +0.4% | 0.0% | +0.2% |
| 30D | +3.1% | -2.6% | +5.7% | +3.6% |
| 3M | -1.2% | -3.2% | +2.0% | -0.7% |
| 6M | -1.4% | +0.9% | -2.4% | -1.7% |
| YTD | +0.1% | +11.3% | -11.2% | -1.8% |
| 1Y | +1.4% | +14.0% | -12.6% | -1.0% |
| 3Y | +15.3% | +75.8% | -60.5% | +4.2% |
| 5Y | -2.8% | +57.8% | -60.6% | -10.9% |
| 10Y | +33.6% | +219.8% | -186.2% | +9.4% |
| All | +145.2% | +669.7% | -524.4% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling