-99.9%
HYFM vs VT
+94.9%
-194.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +1.4% |
| 7D | -1.1% | -0.7% | -0.4% | -0.2% |
| 30D | +6.0% | -1.7% | +7.7% | +9.6% |
| 3M | -55.3% | -2.3% | -53.0% | -53.1% |
| 6M | -26.0% | +1.5% | -27.6% | -27.5% |
| YTD | -50.5% | +12.0% | -62.6% | -58.8% |
| 1Y | -65.2% | +12.9% | -78.0% | -71.6% |
| 3Y | -91.6% | +74.9% | -166.5% | -97.5% |
| 5Y | -99.8% | +59.9% | -159.7% | -99.9% |
| All | -99.9% | +94.9% | -194.8% | -100.0% |
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