+103.9%
HYS vs VT
+361.7%
-257.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -0.3% | -1.4% | +1.1% | 0.0% |
| 3M | -2.6% | -1.4% | -1.2% | -2.3% |
| 6M | -1.4% | +5.5% | -6.9% | -2.9% |
| YTD | -0.6% | +12.8% | -13.4% | -3.8% |
| 1Y | +1.1% | +15.4% | -14.3% | -2.8% |
| 3Y | +21.9% | +76.9% | -54.9% | +4.5% |
| 5Y | +24.4% | +60.4% | -36.1% | +8.4% |
| 10Y | +59.7% | +232.8% | -173.1% | +17.0% |
| All | +103.9% | +361.7% | -257.8% | +41.8% |
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 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