+60.0%
CHCT vs VT
+201.1%
-141.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | +12.6% | -2.3% | +15.0% | +14.9% |
| 30D | +8.3% | -5.0% | +13.3% | +13.0% |
| 3M | -3.4% | -4.9% | +1.4% | +0.6% |
| 6M | -11.7% | -1.5% | -10.1% | -11.3% |
| YTD | -3.1% | +8.5% | -11.6% | -11.2% |
| 1Y | +11.4% | +11.4% | 0.0% | -0.5% |
| 3Y | -29.1% | +70.1% | -99.2% | -58.1% |
| 5Y | -54.5% | +53.7% | -108.2% | -70.6% |
| 10Y | +24.3% | +220.0% | -195.6% | -56.9% |
| All | +60.0% | +201.1% | -141.0% | -44.0% |
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