+88.8%
HYMB vs VT
+329.6%
-240.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +1.3% | -2.3% | +3.6% | +1.6% |
| 30D | +4.9% | -5.0% | +9.8% | +5.7% |
| 3M | -1.3% | -4.9% | +3.6% | -0.6% |
| 6M | -1.1% | -1.5% | +0.4% | -0.9% |
| YTD | +1.1% | +8.5% | -7.4% | -0.3% |
| 1Y | +1.1% | +11.4% | -10.3% | -0.8% |
| 3Y | +17.2% | +70.1% | -52.9% | +7.0% |
| 5Y | +0.1% | +53.7% | -53.6% | -7.4% |
| 10Y | +23.6% | +220.0% | -196.4% | +2.7% |
| All | +88.8% | +329.6% | -240.8% | +57.5% |
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