+109.7%
HYS vs VOO
+688.7%
-579.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | +0.8% | +2.0% | -1.2% | +0.3% |
| 6M | +1.8% | +13.0% | -11.2% | -1.4% |
| YTD | +2.2% | +13.6% | -11.4% | -1.2% |
| 1Y | +4.3% | +20.1% | -15.8% | -0.6% |
| 3Y | +26.1% | +77.6% | -51.4% | +8.2% |
| 5Y | +27.7% | +82.4% | -54.7% | +8.0% |
| 10Y | +63.9% | +316.8% | -253.0% | +13.5% |
| All | +109.7% | +688.7% | -579.0% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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