-99.7%
HYPD vs VT
+136.2%
-235.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +3.4% |
| 7D | -11.7% | -0.7% | -11.0% | -10.5% |
| 30D | -21.9% | -1.7% | -20.2% | -19.6% |
| 3M | +2.7% | -2.3% | +5.0% | +6.6% |
| 6M | -25.3% | +1.5% | -26.9% | -24.6% |
| YTD | -23.9% | +12.0% | -35.9% | -29.0% |
| 1Y | -52.0% | +12.9% | -64.8% | -55.3% |
| 3Y | -97.2% | +74.9% | -172.2% | -98.1% |
| 5Y | -99.1% | +59.9% | -159.0% | -99.4% |
| All | -99.7% | +136.2% | -235.9% | -99.8% |
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