-53.6%
HELE vs VT
+215.5%
-269.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | +29.6% | -2.3% | +31.9% | +32.9% |
| 30D | +46.5% | -5.0% | +51.5% | +54.6% |
| 3M | +29.9% | -4.9% | +34.8% | +37.0% |
| 6M | +46.3% | -1.5% | +47.8% | +48.1% |
| YTD | +76.1% | +8.5% | +67.7% | +60.0% |
| 1Y | +94.8% | +11.4% | +83.5% | +72.2% |
| 3Y | -62.9% | +70.1% | -133.0% | -78.9% |
| 5Y | -84.1% | +53.7% | -137.8% | -90.0% |
| All | -53.6% | +215.5% | -269.1% | -84.5% |
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