+102.7%
HYI vs VT
+401.1%
-298.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -1.3% | +1.0% | -2.3% | -1.6% |
| 3M | 0.0% | +2.4% | -2.3% | -0.9% |
| 6M | -1.8% | +12.0% | -13.8% | -6.0% |
| YTD | -0.8% | +15.3% | -16.2% | -6.1% |
| 1Y | -4.7% | +22.6% | -27.3% | -11.8% |
| 3Y | +19.8% | +74.7% | -54.8% | -3.5% |
| 5Y | +5.7% | +66.1% | -60.5% | -14.0% |
| 10Y | +59.1% | +225.0% | -165.9% | -0.8% |
| All | +102.7% | +401.1% | -298.5% | +9.8% |
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 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