+45.8%
HYGV vs VT
+147.2%
-101.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | -0.5% | -1.7% | +1.2% | +0.1% |
| 3M | -2.5% | -2.3% | -0.2% | -1.8% |
| 6M | -1.2% | +1.5% | -2.7% | -2.0% |
| YTD | 0.0% | +12.0% | -12.0% | -4.7% |
| 1Y | +1.1% | +12.9% | -11.8% | -4.0% |
| 3Y | +23.2% | +74.9% | -51.7% | -2.9% |
| 5Y | +16.1% | +59.9% | -43.8% | -6.0% |
| All | +45.8% | +147.2% | -101.5% | -5.1% |
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