+809.5%
HEI vs VT
+221.4%
+588.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.4% |
| 7D | -2.8% | +1.0% | -3.8% | -3.8% |
| 30D | -14.0% | -0.2% | -13.8% | -13.8% |
| 3M | -2.3% | +4.5% | -6.8% | -6.7% |
| 6M | +4.1% | +14.1% | -9.9% | -9.0% |
| YTD | -2.2% | +14.8% | -17.0% | -15.2% |
| 1Y | -0.3% | +21.2% | -21.5% | -18.2% |
| 3Y | +92.8% | +76.6% | +16.2% | +5.0% |
| 5Y | +154.2% | +66.6% | +87.6% | +47.2% |
| 10Y | +809.5% | +222.3% | +587.2% | +168.8% |
| All | +809.5% | +221.4% | +588.1% | +168.8% |
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