+798.5%
HEI vs VT
+222.7%
+575.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.2% |
| 7D | +3.7% | +2.9% | +0.8% | +0.7% |
| 30D | +14.4% | -2.5% | +16.9% | +17.3% |
| 3M | -9.0% | -3.3% | -5.7% | -5.9% |
| 6M | +18.1% | +1.5% | +16.5% | +15.9% |
| YTD | +5.0% | +11.4% | -6.4% | -6.2% |
| 1Y | +4.2% | +11.9% | -7.7% | -7.3% |
| 3Y | +105.9% | +73.9% | +32.0% | +13.5% |
| 5Y | +134.3% | +57.9% | +76.4% | +43.3% |
| All | +798.5% | +222.7% | +575.8% | +160.6% |
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