+86.8%
HYT vs VT
+229.8%
-142.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -1.3% | -1.1% | -0.2% | -0.6% |
| 30D | -2.5% | -1.0% | -1.6% | -2.0% |
| 3M | -2.5% | +3.2% | -5.6% | -4.5% |
| 6M | -1.4% | +12.5% | -13.9% | -8.9% |
| YTD | -1.8% | +14.1% | -15.9% | -10.2% |
| 1Y | -5.7% | +18.9% | -24.6% | -16.2% |
| 3Y | +19.1% | +74.1% | -55.0% | -18.6% |
| 5Y | +5.7% | +66.9% | -61.2% | -26.3% |
| All | +86.8% | +229.8% | -142.9% | -19.9% |
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