+159.3%
CHH vs VT
+221.8%
-62.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | -0.1% | +2.4% | -2.5% | -2.4% |
| 30D | +14.8% | -1.5% | +16.3% | +16.3% |
| 3M | +13.9% | -4.1% | +18.0% | +18.3% |
| 6M | +11.6% | +0.6% | +11.1% | +10.0% |
| YTD | +26.1% | +11.0% | +15.1% | +12.0% |
| 1Y | +25.9% | +13.3% | +12.5% | +9.4% |
| 3Y | +9.9% | +73.4% | -63.5% | -39.0% |
| 5Y | -15.4% | +57.4% | -72.9% | -47.9% |
| All | +159.3% | +221.8% | -62.4% | -15.8% |
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