-26.6%
VHC vs SPY
+311.3%
-337.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.8% |
| 7D | +4.6% | +0.5% | +4.1% | +4.1% |
| 30D | -21.8% | -0.9% | -20.8% | -21.1% |
| 3M | -15.1% | +3.9% | -19.0% | -18.5% |
| 6M | -32.4% | +14.5% | -46.9% | -40.4% |
| YTD | -29.3% | +12.9% | -42.2% | -36.9% |
| 1Y | -38.8% | +19.4% | -58.1% | -48.1% |
| 3Y | +96.7% | +78.5% | +18.2% | +11.2% |
| 5Y | -58.8% | +81.8% | -140.6% | -77.2% |
| 10Y | -26.6% | +311.5% | -338.1% | -89.0% |
| All | -26.6% | +311.3% | -337.9% | -89.0% |
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