-80.1%
HEPS vs VT
+72.4%
-152.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.4% |
| 30D | -6.1% | +1.0% | -7.1% | -7.2% |
| 3M | +2.9% | +2.4% | +0.5% | -0.5% |
| 6M | -3.4% | +12.0% | -15.4% | -17.1% |
| YTD | +7.9% | +15.3% | -7.5% | -10.9% |
| 1Y | -4.8% | +22.6% | -27.4% | -27.2% |
| 3Y | +72.6% | +74.7% | -2.1% | -16.5% |
| 5Y | -65.0% | +66.1% | -131.2% | -80.1% |
| All | -80.1% | +72.4% | -152.5% | -89.1% |
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