+219.2%
HAE vs VT
+221.8%
-2.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +2.5% | +2.4% | +0.2% | +0.4% |
| 30D | +1.5% | -1.5% | +3.0% | +2.6% |
| 3M | +36.0% | -4.1% | +40.1% | +40.3% |
| 6M | +115.6% | +0.6% | +115.1% | +112.8% |
| YTD | +53.4% | +11.0% | +42.4% | +38.0% |
| 1Y | +66.3% | +13.3% | +53.0% | +46.9% |
| 3Y | +41.8% | +73.4% | -31.5% | -15.3% |
| 5Y | +105.0% | +57.4% | +47.6% | +33.4% |
| All | +219.2% | +221.8% | -2.6% | +8.2% |
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