-2.4%
HESM vs VT
+10.5%
-12.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.1% |
| 7D | -6.0% | -2.3% | -3.7% | -6.2% |
| 30D | -7.0% | -5.0% | -2.0% | -7.4% |
| 3M | -23.1% | -4.9% | -18.2% | -23.4% |
| 6M | -16.3% | -1.5% | -14.7% | -16.0% |
| YTD | -5.2% | +8.5% | -13.7% | -4.1% |
| 1Y | -2.4% | +11.4% | -13.8% | -1.6% |
| All | -2.4% | +10.5% | -12.9% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling