+88.8%
HYMB vs VT
+356.7%
-267.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.0% | +0.4% | -1.5% | -1.1% |
| 30D | -1.3% | +1.0% | -2.3% | -1.5% |
| 3M | -1.9% | +2.4% | -4.3% | -2.3% |
| 6M | -0.7% | +12.0% | -12.7% | -2.5% |
| YTD | +1.1% | +15.3% | -14.2% | -1.2% |
| 1Y | +5.4% | +22.6% | -17.1% | +2.0% |
| 3Y | +13.3% | +74.7% | -61.4% | +3.0% |
| 5Y | -0.8% | +66.1% | -66.9% | -9.4% |
| 10Y | +22.2% | +225.0% | -202.8% | +0.6% |
| All | +88.8% | +356.7% | -267.9% | +56.0% |
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