+288.4%
DHF vs VT
+374.2%
-85.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | -0.5% | +1.0% | -1.5% | -1.0% |
| 3M | -1.1% | +2.4% | -3.5% | -2.5% |
| 6M | +1.2% | +12.0% | -10.8% | -5.1% |
| YTD | +0.3% | +15.3% | -15.1% | -7.5% |
| 1Y | -1.3% | +22.6% | -23.9% | -11.9% |
| 3Y | +38.2% | +74.7% | -36.5% | +0.9% |
| 5Y | +8.4% | +66.1% | -57.8% | -19.3% |
| 10Y | +60.6% | +225.0% | -164.4% | -17.3% |
| All | +288.4% | +374.2% | -85.8% | +45.8% |
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