+109.7%
HYS vs VT
+372.0%
-262.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.1% | +0.4% | -0.6% | -0.2% |
| 30D | +0.2% | +1.0% | -0.8% | -0.1% |
| 3M | +0.8% | +2.4% | -1.5% | +0.2% |
| 6M | +1.8% | +12.0% | -10.2% | -1.3% |
| YTD | +2.2% | +15.3% | -13.1% | -1.7% |
| 1Y | +4.3% | +22.6% | -18.3% | -1.3% |
| 3Y | +26.1% | +74.7% | -48.5% | +8.5% |
| 5Y | +27.7% | +66.1% | -38.4% | +10.4% |
| 10Y | +63.9% | +225.0% | -161.1% | +20.3% |
| All | +109.7% | +372.0% | -262.3% | +45.0% |
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 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