+0.7%
DHC vs VT
+363.9%
-363.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -4.7% |
| 7D | -5.5% | -0.3% | -5.2% | -5.2% |
| 30D | -2.1% | -1.4% | -0.7% | -0.4% |
| 3M | -16.1% | -1.4% | -14.7% | -14.8% |
| 6M | -4.8% | +5.5% | -10.3% | -12.1% |
| YTD | +52.8% | +12.8% | +40.0% | +28.3% |
| 1Y | +76.0% | +15.4% | +60.6% | +42.9% |
| 3Y | +211.2% | +76.9% | +134.3% | +42.9% |
| 5Y | +136.3% | +60.4% | +75.8% | +27.8% |
| 10Y | -43.8% | +232.8% | -276.5% | -86.2% |
| All | +0.7% | +363.9% | -363.2% | -84.7% |
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