-52.6%
HE vs VT
+222.7%
-275.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | +0.4% | -3.2% | -3.0% |
| 30D | -11.9% | +1.0% | -12.9% | -12.4% |
| 3M | -17.5% | +2.4% | -19.9% | -18.8% |
| 6M | -31.2% | +12.0% | -43.2% | -35.9% |
| YTD | -9.8% | +15.3% | -25.2% | -17.4% |
| 1Y | -10.3% | +22.6% | -32.9% | -21.0% |
| 3Y | -26.3% | +74.7% | -101.0% | -47.9% |
| 5Y | -71.9% | +66.1% | -138.1% | -79.8% |
| All | -52.6% | +222.7% | -275.4% | -78.9% |
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