+105.4%
HYS price history and return analytics
+354.4%
-249.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.2% | +2.4% | -2.6% | -0.8% |
| 30D | +0.4% | -1.5% | +1.9% | +0.7% |
| 3M | -2.2% | -4.1% | +1.9% | -1.2% |
| 6M | -0.7% | +0.6% | -1.2% | -1.0% |
| YTD | +0.1% | +11.0% | -10.9% | -2.8% |
| 1Y | +1.7% | +13.3% | -11.7% | -1.8% |
| 3Y | +23.3% | +73.4% | -50.1% | +6.2% |
| 5Y | +25.3% | +57.4% | -32.1% | +9.7% |
| 10Y | +62.7% | +221.7% | -159.0% | +19.9% |
| All | +105.4% | +354.4% | -249.0% | +43.3% |
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