+411.2%
HEWJ vs VT
+265.5%
+145.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | +5.3% | +2.9% | +2.4% | +2.6% |
| 30D | -4.6% | -2.5% | -2.1% | -2.1% |
| 3M | -5.3% | -3.3% | -2.0% | -2.1% |
| 6M | +2.7% | +1.5% | +1.1% | +1.5% |
| YTD | +19.4% | +11.4% | +8.0% | +8.3% |
| 1Y | +20.8% | +11.9% | +8.9% | +9.1% |
| 3Y | +96.3% | +73.9% | +22.4% | +18.5% |
| 5Y | +147.6% | +57.9% | +89.7% | +62.4% |
| 10Y | +328.0% | +222.6% | +105.4% | +28.0% |
| All | +411.2% | +265.5% | +145.7% | +30.2% |
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