-75.4%
HE vs VT
+57.4%
-132.8%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.6% | +5.1% | +6.2% |
| 7D | +3.5% | +0.4% | +3.2% | +3.3% |
| 30D | +3.5% | -2.6% | +6.1% | +5.0% |
| 3M | -26.9% | -3.2% | -23.6% | -25.5% |
| 6M | -38.8% | +0.9% | -39.8% | -39.3% |
| YTD | -26.3% | +11.3% | -37.6% | -31.1% |
| 1Y | -21.6% | +14.0% | -35.6% | -27.8% |
| 3Y | -35.3% | +75.8% | -111.1% | -54.7% |
| 5Y | -75.4% | +57.8% | -133.2% | -82.6% |
| All | -75.4% | +57.4% | -132.8% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling