+531.5%
CHH vs VT
+374.2%
+157.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -7.6% | +0.4% | -8.0% | -7.9% |
| 30D | -10.0% | +1.0% | -11.0% | -10.8% |
| 3M | -7.4% | +2.4% | -9.8% | -9.9% |
| 6M | -3.2% | +12.0% | -15.2% | -13.5% |
| YTD | +6.5% | +15.3% | -8.8% | -7.4% |
| 1Y | -13.1% | +22.6% | -35.7% | -28.8% |
| 3Y | -19.0% | +74.7% | -93.7% | -52.4% |
| 5Y | -11.4% | +66.1% | -77.5% | -45.4% |
| 10Y | +129.7% | +225.0% | -95.3% | -21.2% |
| All | +531.5% | +374.2% | +157.3% | +65.0% |
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