-59.4%
HE vs VT
+217.6%
-277.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +8.2% | -0.1% | +8.4% | +8.3% |
| 30D | +3.7% | -3.1% | +6.7% | +5.5% |
| 3M | -22.3% | -3.5% | -18.8% | -20.7% |
| 6M | -38.8% | +0.5% | -39.2% | -39.1% |
| YTD | -26.2% | +10.8% | -37.0% | -30.8% |
| 1Y | -18.9% | +11.9% | -30.8% | -24.5% |
| 3Y | -21.8% | +73.0% | -94.8% | -44.3% |
| 5Y | -75.7% | +58.6% | -134.3% | -81.9% |
| 10Y | -59.4% | +219.2% | -278.6% | -80.6% |
| All | -59.4% | +217.6% | -277.1% | -80.6% |
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