-68.8%
HELE vs VT
+224.5%
-293.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | +0.4% | -1.2% | -1.2% |
| 30D | -3.9% | +1.0% | -4.9% | -4.9% |
| 3M | +13.5% | +2.4% | +11.1% | +10.4% |
| 6M | +68.6% | +12.0% | +56.6% | +48.4% |
| YTD | +33.6% | +15.3% | +18.3% | +13.8% |
| 1Y | +10.6% | +22.6% | -11.9% | -11.7% |
| 3Y | -76.8% | +74.7% | -151.4% | -87.1% |
| 5Y | -88.1% | +66.1% | -154.3% | -93.1% |
| All | -68.8% | +224.5% | -293.3% | -90.6% |
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