-60.8%
HYLN vs VT
+123.2%
-184.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +0.9% |
| 7D | +5.7% | -1.1% | +6.8% | +7.3% |
| 30D | +0.3% | -1.0% | +1.2% | +1.8% |
| 3M | -48.1% | +3.2% | -51.2% | -49.3% |
| 6M | +88.4% | +12.5% | +75.9% | +65.4% |
| YTD | +112.0% | +14.1% | +97.9% | +83.8% |
| 1Y | +139.3% | +18.9% | +120.4% | +98.3% |
| 3Y | +207.1% | +74.1% | +133.0% | +72.3% |
| 5Y | -54.1% | +66.9% | -121.0% | -72.9% |
| All | -60.8% | +123.2% | -184.0% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling