+52.1%
HYLB vs VT
+200.3%
-148.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.1% | -2.3% | +2.2% | +0.7% |
| 30D | +0.1% | -5.0% | +5.1% | +2.0% |
| 3M | -2.4% | -4.9% | +2.5% | -0.6% |
| 6M | -1.8% | -1.5% | -0.2% | -1.4% |
| YTD | -0.2% | +8.5% | -8.7% | -3.5% |
| 1Y | +1.3% | +11.4% | -10.0% | -3.1% |
| 3Y | +23.7% | +70.1% | -46.4% | -0.3% |
| 5Y | +17.3% | +53.7% | -36.4% | -2.7% |
| All | +52.1% | +200.3% | -148.1% | -3.1% |
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