+109.6%
HYS price history and return analytics
+369.6%
-260.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | 0.0% | -0.2% | +0.3% | +0.1% |
| 3M | +1.1% | +4.5% | -3.5% | -0.1% |
| 6M | +2.6% | +14.1% | -11.5% | -1.0% |
| YTD | +2.2% | +14.8% | -12.6% | -1.6% |
| 1Y | +4.3% | +21.2% | -16.9% | -1.0% |
| 3Y | +26.6% | +76.6% | -50.0% | +8.6% |
| 5Y | +27.9% | +66.6% | -38.7% | +10.4% |
| 10Y | +64.0% | +222.3% | -158.2% | +20.6% |
| All | +109.6% | +369.6% | -260.0% | +45.1% |
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