+2.5%
DHC vs VT
+374.2%
-371.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.8% | +0.4% | -2.3% | -2.4% |
| 30D | -18.0% | +1.0% | -19.0% | -19.0% |
| 3M | -12.6% | +2.4% | -15.0% | -15.8% |
| 6M | -0.3% | +12.0% | -12.3% | -14.9% |
| YTD | +55.5% | +15.3% | +40.2% | +27.2% |
| 1Y | +94.3% | +22.6% | +71.7% | +45.9% |
| 3Y | +196.6% | +74.7% | +121.9% | +40.0% |
| 5Y | +121.0% | +66.1% | +54.8% | +14.5% |
| 10Y | -51.4% | +225.0% | -276.4% | -87.7% |
| All | +2.5% | +374.2% | -371.7% | -84.8% |
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