+79.1%
HESM vs VT
+57.5%
+21.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -3.1% | -3.1% | -0.1% | -1.5% |
| 3M | -23.1% | -3.5% | -19.6% | -21.6% |
| 6M | -16.5% | +0.5% | -17.0% | -17.2% |
| YTD | -3.7% | +10.8% | -14.4% | -10.7% |
| 1Y | -1.1% | +11.9% | -13.0% | -9.0% |
| 3Y | +30.8% | +73.0% | -42.1% | -11.0% |
| 5Y | +79.1% | +58.6% | +20.5% | +25.3% |
| All | +79.1% | +57.5% | +21.6% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling