+103.5%
HYS vs VT
+342.9%
-239.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.8% |
| 7D | -0.5% | -4.2% | +3.6% | +0.5% |
| 30D | -0.7% | -5.8% | +5.1% | +0.8% |
| 3M | -2.8% | -5.2% | +2.5% | -1.5% |
| 6M | -1.6% | +0.1% | -1.8% | -1.8% |
| YTD | -0.8% | +8.2% | -9.0% | -3.0% |
| 1Y | +0.8% | +10.1% | -9.3% | -2.0% |
| 3Y | +21.7% | +69.7% | -48.0% | +5.4% |
| 5Y | +23.8% | +53.4% | -29.6% | +9.1% |
| 10Y | +59.4% | +219.2% | -159.8% | +17.9% |
| All | +103.5% | +342.9% | -239.4% | +43.0% |
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