+32.3%
CHCT vs VT
+221.8%
-189.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | 0.0% | +2.4% | -2.4% | -2.2% |
| 30D | +11.7% | -1.5% | +13.2% | +13.0% |
| 3M | -0.5% | -4.1% | +3.6% | +3.1% |
| 6M | -11.5% | +0.6% | -12.1% | -12.9% |
| YTD | -3.1% | +11.0% | -14.1% | -13.8% |
| 1Y | +9.3% | +13.3% | -4.0% | -4.8% |
| 3Y | -24.2% | +73.4% | -97.6% | -58.1% |
| 5Y | -53.4% | +57.4% | -110.9% | -71.6% |
| All | +32.3% | +221.8% | -189.5% | -60.4% |
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