+133.7%
CHH vs VT
+222.7%
-88.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.2% |
| 7D | -0.8% | -0.1% | -0.6% | -0.7% |
| 30D | -3.1% | -0.7% | -2.4% | -2.4% |
| 3M | -8.0% | +4.0% | -12.0% | -11.9% |
| 6M | +2.1% | +12.3% | -10.2% | -9.9% |
| YTD | +5.5% | +14.0% | -8.6% | -8.4% |
| 1Y | -11.6% | +20.3% | -31.9% | -27.5% |
| 3Y | -20.9% | +75.4% | -96.4% | -56.3% |
| 5Y | -12.6% | +66.0% | -78.5% | -48.8% |
| 10Y | +133.7% | +228.2% | -94.5% | -25.9% |
| All | +133.7% | +222.7% | -88.9% | -25.9% |
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