+146.3%
HESM vs VT
+182.2%
-35.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +1.4% |
| 7D | -3.6% | -4.2% | +0.5% | -0.1% |
| 30D | -19.7% | -5.8% | -13.9% | -15.4% |
| 3M | -21.0% | -5.2% | -15.7% | -17.3% |
| 6M | -17.4% | +0.1% | -17.5% | -18.5% |
| YTD | -4.2% | +8.2% | -12.4% | -12.8% |
| 1Y | 0.0% | +10.1% | -10.1% | -10.6% |
| 3Y | +26.9% | +69.7% | -42.8% | -26.9% |
| 5Y | +80.0% | +53.4% | +26.6% | +13.8% |
| All | +146.3% | +182.2% | -35.9% | -11.7% |
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