+297.8%
HYT vs VT
+356.5%
-58.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.9% | +2.4% | -3.3% | -2.3% |
| 30D | +2.8% | -1.5% | +4.3% | +3.7% |
| 3M | -3.7% | -4.1% | +0.5% | -1.4% |
| 6M | -4.2% | +0.6% | -4.7% | -4.8% |
| YTD | -3.0% | +11.0% | -14.1% | -9.3% |
| 1Y | -7.0% | +13.3% | -20.4% | -14.1% |
| 3Y | +22.0% | +73.4% | -51.4% | -13.0% |
| 5Y | +4.6% | +57.4% | -52.9% | -21.7% |
| 10Y | +96.4% | +221.7% | -125.3% | -4.4% |
| All | +297.8% | +356.5% | -58.7% | +44.7% |
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