-70.1%
HYDR vs VT
+63.9%
-134.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.3% |
| 7D | -3.7% | -0.1% | -3.5% | -3.1% |
| 30D | -20.4% | -3.1% | -17.4% | -15.3% |
| 3M | -21.9% | -3.5% | -18.4% | -16.0% |
| 6M | -45.5% | +0.5% | -46.0% | -44.6% |
| YTD | +7.6% | +10.8% | -3.2% | -6.7% |
| 1Y | -23.1% | +11.9% | -35.0% | -34.2% |
| 3Y | +22.5% | +73.0% | -50.5% | -49.9% |
| 5Y | -74.5% | +58.6% | -133.1% | -86.9% |
| All | -70.1% | +63.9% | -134.1% | -85.6% |
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