+209.4%
HAE vs VT
+224.4%
-15.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.4% |
| 7D | -5.4% | -0.7% | -4.7% | -5.0% |
| 30D | -1.2% | -1.7% | +0.5% | +0.1% |
| 3M | +38.2% | -2.3% | +40.5% | +40.4% |
| 6M | +130.7% | +1.5% | +129.2% | +126.0% |
| YTD | +50.4% | +12.0% | +38.3% | +34.3% |
| 1Y | +68.0% | +12.9% | +55.2% | +49.0% |
| 3Y | +40.0% | +74.9% | -35.0% | -17.0% |
| 5Y | +104.2% | +59.9% | +44.2% | +31.1% |
| 10Y | +209.4% | +224.6% | -15.2% | +3.5% |
| All | +209.4% | +224.4% | -15.0% | +3.5% |
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