-34.4%
HE vs VT
+345.0%
-379.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +1.5% |
| 7D | -1.3% | -4.2% | +2.9% | +0.9% |
| 30D | -5.5% | -5.8% | +0.3% | -2.5% |
| 3M | -33.0% | -5.2% | -27.7% | -31.1% |
| 6M | -45.1% | +0.1% | -45.3% | -45.4% |
| YTD | -31.4% | +8.2% | -39.6% | -34.5% |
| 1Y | -27.4% | +10.1% | -37.5% | -31.4% |
| 3Y | -39.1% | +69.7% | -108.7% | -54.6% |
| 5Y | -77.7% | +53.4% | -131.1% | -82.6% |
| 10Y | -62.0% | +219.2% | -281.3% | -80.1% |
| All | -34.4% | +345.0% | -379.3% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling