+75.9%
HYLS vs VT
+301.4%
-225.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | +0.7% |
| 7D | 0.0% | -4.2% | +4.2% | +1.0% |
| 30D | +1.3% | -5.8% | +7.1% | +2.7% |
| 3M | -0.5% | -5.2% | +4.7% | +0.7% |
| 6M | +0.6% | +0.1% | +0.4% | +0.4% |
| YTD | +0.5% | +8.2% | -7.7% | -1.6% |
| 1Y | +1.9% | +10.1% | -8.2% | -0.6% |
| 3Y | +22.0% | +69.7% | -47.7% | +6.7% |
| 5Y | +14.5% | +53.4% | -38.9% | +1.6% |
| 10Y | +50.1% | +219.2% | -169.1% | +13.0% |
| All | +75.9% | +301.4% | -225.5% | +28.6% |
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