+167.8%
DHS vs VT
+222.7%
-54.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +1.0% | +2.9% | -1.9% | -1.1% |
| 30D | +5.4% | -2.5% | +7.9% | +7.2% |
| 3M | +2.3% | -3.3% | +5.6% | +4.7% |
| 6M | +9.5% | +1.5% | +8.0% | +7.5% |
| YTD | +20.5% | +11.4% | +9.2% | +9.8% |
| 1Y | +22.5% | +11.9% | +10.6% | +11.1% |
| 3Y | +75.9% | +73.9% | +2.0% | +10.7% |
| 5Y | +79.0% | +57.9% | +21.2% | +21.0% |
| All | +167.8% | +222.7% | -54.9% | -1.0% |
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