-62.9%
HYLN vs VT
+125.7%
-188.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +5.1% | +0.4% | +4.7% | +4.5% |
| 30D | -6.3% | +1.0% | -7.3% | -7.5% |
| 3M | -51.6% | +2.4% | -54.0% | -52.2% |
| 6M | +81.8% | +12.0% | +69.8% | +60.3% |
| YTD | +100.5% | +15.3% | +85.2% | +71.3% |
| 1Y | +125.0% | +22.6% | +102.4% | +79.1% |
| 3Y | +195.2% | +74.7% | +120.5% | +64.4% |
| 5Y | -58.3% | +66.1% | -124.4% | -75.6% |
| All | -62.9% | +125.7% | -188.6% | -80.0% |
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 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