-59.3%
HYDR vs VT
+69.8%
-129.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.8% |
| 7D | +10.1% | +1.0% | +9.0% | +8.0% |
| 30D | +6.3% | -0.2% | +6.5% | +6.9% |
| 3M | -18.8% | +4.5% | -23.3% | -24.2% |
| 6M | +22.6% | +14.1% | +8.6% | -0.5% |
| YTD | +46.8% | +14.8% | +32.0% | +18.4% |
| 1Y | +86.8% | +21.2% | +65.6% | +39.2% |
| 3Y | +18.7% | +76.6% | -57.9% | -53.4% |
| 5Y | -58.2% | +66.6% | -124.8% | -80.6% |
| All | -59.3% | +69.8% | -129.1% | -81.8% |
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