+17.2%
JHHY vs VT
+51.8%
-34.6%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.1% | +2.9% | -3.0% | -0.8% |
| 30D | +0.4% | -2.5% | +2.9% | +1.0% |
| 3M | -2.2% | -3.3% | +1.1% | -1.4% |
| 6M | -0.7% | +1.5% | -2.2% | -1.2% |
| YTD | +0.3% | +11.4% | -11.0% | -2.7% |
| 1Y | +1.4% | +11.9% | -10.5% | -1.8% |
| All | +17.2% | +51.8% | -34.6% | +4.0% |
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 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