-80.3%
HYMC vs VT
+141.8%
-222.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.5% | -10.8% | -10.9% |
| 7D | +17.3% | -0.1% | +17.4% | +17.7% |
| 30D | -1.7% | -3.1% | +1.4% | +1.2% |
| 3M | -30.9% | -3.5% | -27.4% | -28.3% |
| 6M | -50.9% | +0.5% | -51.4% | -49.9% |
| YTD | -20.6% | +10.8% | -31.4% | -22.7% |
| 1Y | +139.5% | +11.9% | +127.6% | +132.2% |
| 3Y | +936.8% | +73.0% | +863.8% | +720.3% |
| 5Y | +81.4% | +58.6% | +22.8% | +42.8% |
| All | -80.3% | +141.8% | -222.1% | -84.4% |
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