-55.1%
HYLN vs VT
+63.7%
-118.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | +0.9% |
| 7D | +4.4% | -2.0% | +6.4% | +9.2% |
| 30D | -2.6% | -1.4% | -1.1% | +0.9% |
| 3M | -44.8% | +4.7% | -49.5% | -48.8% |
| 6M | +90.0% | +11.4% | +78.7% | +54.9% |
| YTD | +107.6% | +13.1% | +94.6% | +64.7% |
| 1Y | +132.9% | +19.0% | +113.9% | +66.7% |
| 3Y | +213.1% | +73.9% | +139.2% | +5.1% |
| 5Y | -55.1% | +65.4% | -120.4% | -81.0% |
| All | -55.1% | +63.7% | -118.7% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling