+200.8%
HYLN vs VT
+72.7%
+128.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | +1.0% |
| 7D | +4.4% | -2.0% | +6.4% | +9.5% |
| 30D | -2.6% | -1.4% | -1.1% | +1.1% |
| 3M | -44.8% | +4.7% | -49.5% | -49.0% |
| 6M | +90.0% | +11.4% | +78.7% | +53.2% |
| YTD | +107.6% | +13.1% | +94.6% | +62.7% |
| 1Y | +132.9% | +19.0% | +113.9% | +63.8% |
| All | +200.8% | +72.7% | +128.1% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling