+765.3%
CHCI vs VT
+217.6%
+547.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.2% |
| 7D | -14.6% | -0.1% | -14.5% | -14.6% |
| 30D | -12.1% | -3.1% | -9.1% | -10.6% |
| 3M | +9.5% | -3.5% | +13.0% | +11.6% |
| 6M | -3.6% | +0.5% | -4.0% | -3.8% |
| YTD | +41.5% | +10.8% | +30.7% | +34.0% |
| 1Y | +3.8% | +11.9% | -8.1% | -2.1% |
| 3Y | +293.3% | +73.0% | +220.3% | +196.2% |
| 5Y | +243.2% | +58.6% | +184.6% | +168.1% |
| 10Y | +765.3% | +219.2% | +546.1% | +416.8% |
| All | +765.3% | +217.6% | +547.6% | +416.8% |
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