+655.3%
CHH vs VT
+360.7%
+294.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.2% |
| 7D | -0.3% | -0.7% | +0.4% | +0.2% |
| 30D | +16.1% | -1.7% | +17.8% | +17.8% |
| 3M | +17.3% | -2.3% | +19.6% | +19.5% |
| 6M | +15.8% | +1.5% | +14.2% | +13.3% |
| YTD | +27.4% | +12.0% | +15.4% | +13.4% |
| 1Y | +24.5% | +12.9% | +11.6% | +10.1% |
| 3Y | +10.9% | +74.9% | -64.0% | -35.0% |
| 5Y | -13.3% | +59.9% | -73.2% | -44.8% |
| 10Y | +165.2% | +224.6% | -59.4% | -9.0% |
| All | +655.3% | +360.7% | +294.7% | +102.1% |
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