-46.3%
DHC vs VT
+214.8%
-261.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | +1.7% |
| 7D | -11.8% | -4.2% | -7.6% | -5.9% |
| 30D | -7.1% | -5.8% | -1.3% | +1.6% |
| 3M | -23.2% | -5.2% | -17.9% | -16.8% |
| 6M | -13.7% | +0.1% | -13.9% | -15.1% |
| YTD | +45.8% | +8.2% | +37.5% | +26.0% |
| 1Y | +65.9% | +10.1% | +55.8% | +38.9% |
| 3Y | +196.8% | +69.7% | +127.1% | +21.6% |
| 5Y | +115.3% | +53.4% | +61.9% | +7.4% |
| All | -46.3% | +214.8% | -261.1% | -88.0% |
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 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