+352.7%
HEWJ vs VT
+222.7%
+130.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -0.7% |
| 7D | -2.5% | -0.1% | -2.3% | -2.4% |
| 30D | -2.7% | -0.7% | -2.1% | -2.1% |
| 3M | +3.0% | +4.0% | -1.0% | -0.4% |
| 6M | +12.8% | +12.3% | +0.5% | +2.0% |
| YTD | +20.5% | +14.0% | +6.5% | +7.6% |
| 1Y | +35.5% | +20.3% | +15.2% | +15.5% |
| 3Y | +101.2% | +75.4% | +25.7% | +25.0% |
| 5Y | +149.4% | +66.0% | +83.4% | +61.7% |
| 10Y | +352.7% | +228.2% | +124.5% | +55.7% |
| All | +352.7% | +222.7% | +130.1% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling