+8.9%
HECA vs VT
+23.2%
-14.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.3% | -0.1% | +0.5% | +0.3% |
| 30D | -2.5% | -3.1% | +0.5% | -1.3% |
| 3M | -4.0% | -3.5% | -0.5% | -2.6% |
| 6M | -3.3% | +0.5% | -3.7% | -3.6% |
| YTD | -3.5% | +10.8% | -14.3% | -8.5% |
| 1Y | -3.9% | +11.9% | -15.8% | -9.6% |
| All | +8.9% | +23.2% | -14.3% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling