+151.6%
CHPS vs VT
+62.9%
+88.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.1% | -8.6% | -4.1% |
| 7D | -22.3% | -4.2% | -18.2% | -14.5% |
| 30D | -33.0% | -5.8% | -27.2% | -23.3% |
| 3M | -25.1% | -5.2% | -19.9% | -15.1% |
| 6M | -18.7% | +0.1% | -18.8% | -15.2% |
| YTD | +34.1% | +8.2% | +25.9% | +22.2% |
| 1Y | +36.1% | +10.1% | +26.0% | +20.4% |
| 3Y | +176.1% | +69.7% | +106.4% | +21.2% |
| All | +151.6% | +62.9% | +88.7% | +19.1% |
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