+656.7%
CHH vs VT
+355.4%
+301.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +13.8% | -3.1% | +16.9% | +16.9% |
| 3M | +17.3% | -3.5% | +20.8% | +20.9% |
| 6M | +13.4% | +0.5% | +13.0% | +12.1% |
| YTD | +27.6% | +10.8% | +16.9% | +14.8% |
| 1Y | +22.8% | +11.9% | +10.9% | +9.4% |
| 3Y | +11.2% | +73.0% | -61.8% | -34.2% |
| 5Y | -14.9% | +58.6% | -73.6% | -45.4% |
| 10Y | +166.2% | +219.2% | -53.0% | -7.3% |
| All | +656.7% | +355.4% | +301.3% | +104.6% |
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