+34.0%
RHI vs VT
+229.8%
-195.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.2% |
| 7D | -11.5% | -1.1% | -10.4% | -10.4% |
| 30D | -8.1% | -1.0% | -7.1% | -7.1% |
| 3M | +20.9% | +3.2% | +17.7% | +16.2% |
| 6M | +68.7% | +12.5% | +56.2% | +46.5% |
| YTD | +47.4% | +14.1% | +33.3% | +25.6% |
| 1Y | +12.4% | +18.9% | -6.5% | -8.5% |
| 3Y | -39.1% | +74.1% | -113.2% | -67.5% |
| 5Y | -55.2% | +66.9% | -122.1% | -74.8% |
| All | +34.0% | +229.8% | -195.8% | -63.2% |
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