+59.9%
HYS vs VT
+223.7%
-163.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.5% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -0.3% | -2.6% | +2.3% | +0.4% |
| 3M | -2.1% | -3.2% | +1.2% | -1.2% |
| 6M | -1.2% | +0.9% | -2.1% | -1.6% |
| YTD | 0.0% | +11.3% | -11.3% | -3.5% |
| 1Y | +1.6% | +14.0% | -12.4% | -2.7% |
| 3Y | +23.7% | +75.8% | -52.1% | +3.0% |
| 5Y | +24.7% | +57.8% | -33.1% | +6.4% |
| 10Y | +59.9% | +219.8% | -159.9% | +5.0% |
| All | +59.9% | +223.7% | -163.8% | +5.0% |
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