+164.7%
DHS vs VT
+215.5%
-50.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.8% |
| 7D | -1.5% | -2.3% | +0.8% | +0.2% |
| 30D | +4.8% | -5.0% | +9.8% | +8.7% |
| 3M | +1.5% | -4.9% | +6.4% | +5.2% |
| 6M | +7.3% | -1.5% | +8.8% | +7.8% |
| YTD | +18.5% | +8.5% | +10.0% | +10.1% |
| 1Y | +23.8% | +11.4% | +12.4% | +12.6% |
| 3Y | +69.7% | +70.1% | -0.4% | +8.5% |
| 5Y | +76.3% | +53.7% | +22.6% | +21.6% |
| All | +164.7% | +215.5% | -50.9% | -0.5% |
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