+25.4%
HYGW vs VT
+90.6%
-65.2%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.1% | +1.0% | -1.0% | -0.2% |
| 30D | +0.1% | -0.2% | +0.3% | +0.2% |
| 3M | +1.4% | +4.5% | -3.1% | +0.4% |
| 6M | +2.9% | +14.1% | -11.2% | -0.1% |
| YTD | +3.0% | +14.8% | -11.7% | -0.2% |
| 1Y | +5.4% | +21.2% | -15.8% | +0.8% |
| 3Y | +17.6% | +76.6% | -59.0% | +1.6% |
| All | +25.4% | +90.6% | -65.2% | +6.6% |
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