+170.0%
HEDJ vs VT
+222.7%
-52.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -1.1% | -0.1% | -1.0% | -1.0% |
| 30D | -3.1% | -0.7% | -2.4% | -2.5% |
| 3M | +1.0% | +4.0% | -3.0% | -2.7% |
| 6M | +7.8% | +12.3% | -4.5% | -3.1% |
| YTD | +7.9% | +14.0% | -6.1% | -4.4% |
| 1Y | +15.1% | +20.3% | -5.2% | -3.0% |
| 3Y | +51.8% | +75.4% | -23.7% | -10.0% |
| 5Y | +63.3% | +66.0% | -2.6% | +1.6% |
| 10Y | +170.0% | +228.2% | -58.2% | -15.0% |
| All | +170.0% | +222.7% | -52.7% | -15.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling