-77.9%
HYMC vs VT
+148.9%
-226.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.6% |
| 7D | -6.7% | -1.1% | -5.5% | -5.9% |
| 30D | -22.8% | -1.0% | -21.9% | -22.1% |
| 3M | -15.9% | +3.2% | -19.1% | -17.0% |
| 6M | -50.2% | +12.5% | -62.7% | -52.9% |
| YTD | -10.9% | +14.1% | -25.0% | -15.7% |
| 1Y | +257.8% | +18.9% | +238.9% | +231.4% |
| 3Y | +601.3% | +74.1% | +527.2% | +443.7% |
| 5Y | +20.3% | +66.9% | -46.5% | -8.2% |
| All | -77.9% | +148.9% | -226.8% | -83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling