+133.1%
HELE vs VT
+345.0%
-211.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.0% | +6.2% |
| 7D | +27.1% | -4.2% | +31.3% | +33.1% |
| 30D | +49.2% | -5.8% | +55.0% | +58.7% |
| 3M | +27.8% | -5.2% | +33.0% | +35.2% |
| 6M | +58.0% | +0.1% | +57.9% | +57.3% |
| YTD | +77.7% | +8.2% | +69.5% | +62.5% |
| 1Y | +86.7% | +10.1% | +76.6% | +67.9% |
| 3Y | -63.2% | +69.7% | -132.9% | -78.7% |
| 5Y | -84.0% | +53.4% | -137.3% | -89.6% |
| 10Y | -52.8% | +219.2% | -272.0% | -85.8% |
| All | +133.1% | +345.0% | -211.8% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling