+75.9%
HYLS price history and return analytics
+302.3%
-226.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.2% | -2.3% | +2.5% | +0.7% |
| 30D | +1.6% | -5.0% | +6.6% | +2.8% |
| 3M | -0.4% | -4.9% | +4.4% | +0.7% |
| 6M | +0.2% | -1.5% | +1.7% | +0.4% |
| YTD | +0.5% | +8.5% | -8.0% | -1.6% |
| 1Y | +1.9% | +11.4% | -9.5% | -1.0% |
| 3Y | +21.9% | +70.1% | -48.2% | +6.6% |
| 5Y | +14.5% | +53.7% | -39.3% | +1.5% |
| 10Y | +50.1% | +220.0% | -169.9% | +12.9% |
| All | +75.9% | +302.3% | -226.4% | +28.5% |
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 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