+270.8%
DHF vs VT
+345.0%
-74.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -0.1% |
| 7D | -1.4% | -4.2% | +2.7% | +0.8% |
| 30D | +0.7% | -5.8% | +6.5% | +3.9% |
| 3M | -5.0% | -5.2% | +0.2% | -2.3% |
| 6M | -4.9% | +0.1% | -5.0% | -5.2% |
| YTD | -4.3% | +8.2% | -12.5% | -8.6% |
| 1Y | -5.6% | +10.1% | -15.8% | -10.8% |
| 3Y | +30.4% | +69.7% | -39.3% | -3.4% |
| 5Y | +2.0% | +53.4% | -51.3% | -20.7% |
| 10Y | +71.7% | +219.2% | -147.5% | -10.6% |
| All | +270.8% | +345.0% | -74.1% | +43.9% |
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