+53.0%
HYLB vs VT
+200.3%
-147.3%
-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 | -1.8% | -4.9% | +3.1% | 0.0% |
| 6M | -1.2% | -1.5% | +0.3% | -0.8% |
| YTD | +0.4% | +8.5% | -8.1% | -3.0% |
| 1Y | +1.9% | +11.4% | -9.4% | -2.5% |
| 3Y | +24.4% | +70.1% | -45.7% | +0.2% |
| 5Y | +18.0% | +53.7% | -35.7% | -2.1% |
| All | +53.0% | +200.3% | -147.3% | -2.6% |
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