+84.5%
DLHC vs VT
+363.9%
-279.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.5% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -9.6% | -1.4% | -8.1% | -9.1% |
| 3M | -23.8% | -1.4% | -22.4% | -23.4% |
| 6M | -34.8% | +5.5% | -40.3% | -36.3% |
| YTD | -34.7% | +12.8% | -47.5% | -37.7% |
| 1Y | -39.6% | +15.4% | -55.0% | -42.9% |
| 3Y | -74.6% | +76.9% | -151.5% | -79.3% |
| 5Y | -75.4% | +60.4% | -135.9% | -79.3% |
| 10Y | -27.4% | +232.8% | -260.1% | -49.1% |
| All | +84.5% | +363.9% | -279.4% | +37.9% |
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