-45.5%
VHC vs SPY
+315.0%
-360.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | 0.0% |
| 7D | +7.8% | +0.1% | +7.7% | +7.7% |
| 30D | -13.7% | -3.3% | -10.4% | -10.9% |
| 3M | -34.2% | -2.4% | -31.8% | -32.6% |
| 6M | -24.6% | +2.6% | -27.2% | -26.6% |
| YTD | -40.6% | +11.2% | -51.8% | -46.0% |
| 1Y | -56.9% | +13.4% | -70.3% | -61.5% |
| 3Y | +50.3% | +79.9% | -29.6% | -14.7% |
| 5Y | -65.9% | +72.2% | -138.1% | -79.8% |
| 10Y | -45.5% | +307.3% | -352.8% | -89.5% |
| All | -45.5% | +315.0% | -360.5% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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