The blue and green lines are projections of the helix onto the vertical and horizontal planes respectively and represent how the electric field changes in the direction of those two planes. Notice how the rightward horizontal component is now one quarter of a wavelength behind the vertical component. It is this quarter of a wavelength phase shift that results in the rotational nature of the electric field. When the magnitude of one component is at a maximum the magnitude of the other component is always zero. This is the reason that there are helix vectors which exactly correspond to the maxima of the two components.