+50.1%
HYLS price history and return analytics
+222.7%
-172.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -0.1% | -0.7% | +0.6% | +0.1% |
| 3M | +0.7% | +4.0% | -3.2% | -0.3% |
| 6M | +1.8% | +12.3% | -10.4% | -1.2% |
| YTD | +0.9% | +14.0% | -13.1% | -2.5% |
| 1Y | +2.5% | +20.3% | -17.8% | -2.3% |
| 3Y | +23.8% | +75.4% | -51.6% | +6.8% |
| 5Y | +15.2% | +66.0% | -50.7% | -0.3% |
| 10Y | +50.1% | +228.2% | -178.1% | +9.5% |
| All | +50.1% | +222.7% | -172.6% | +9.5% |
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