+169.2%
DHS vs VT
+221.8%
-52.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +2.2% | +2.4% | -0.1% | +0.4% |
| 30D | +5.2% | -1.5% | +6.7% | +6.3% |
| 3M | +1.9% | -4.1% | +6.0% | +4.9% |
| 6M | +10.1% | +0.6% | +9.5% | +8.9% |
| YTD | +21.1% | +11.0% | +10.1% | +10.6% |
| 1Y | +23.4% | +13.3% | +10.1% | +10.8% |
| 3Y | +77.3% | +73.4% | +3.9% | +11.8% |
| 5Y | +80.0% | +57.4% | +22.5% | +21.9% |
| All | +169.2% | +221.8% | -52.6% | -0.3% |
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