+222.5%
HEFA vs VT
+221.8%
+0.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +3.4% | +2.4% | +1.1% | +1.5% |
| 30D | +2.5% | -1.5% | +4.0% | +3.7% |
| 3M | -1.1% | -4.1% | +3.0% | +2.4% |
| 6M | +7.2% | +0.6% | +6.6% | +6.5% |
| YTD | +16.4% | +11.0% | +5.4% | +6.6% |
| 1Y | +20.1% | +13.3% | +6.8% | +8.1% |
| 3Y | +73.8% | +73.4% | +0.4% | +9.6% |
| 5Y | +87.6% | +57.4% | +30.2% | +27.7% |
| All | +222.5% | +221.8% | +0.7% | +12.5% |
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