-69.8%
HYDR vs VT
+64.7%
-134.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | -0.3% |
| 7D | -0.5% | +0.4% | -0.9% | -0.8% |
| 30D | -19.5% | -2.6% | -16.9% | -15.0% |
| 3M | -21.1% | -3.2% | -17.9% | -15.5% |
| 6M | -44.9% | +0.9% | -45.8% | -44.4% |
| YTD | +8.9% | +11.3% | -2.4% | -6.4% |
| 1Y | -19.1% | +14.0% | -33.1% | -33.0% |
| 3Y | +14.5% | +75.8% | -61.3% | -54.6% |
| 5Y | -74.5% | +57.8% | -132.3% | -86.8% |
| All | -69.8% | +64.7% | -134.5% | -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 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