-49.4%
VHC vs SPY
+308.5%
-357.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.1% |
| 7D | +2.2% | +3.3% | -1.1% | -0.6% |
| 30D | -12.0% | -2.7% | -9.3% | -9.5% |
| 3M | -38.6% | -1.7% | -36.9% | -37.4% |
| 6M | -30.0% | +3.1% | -33.1% | -32.1% |
| YTD | -42.2% | +11.9% | -54.1% | -47.7% |
| 1Y | -56.3% | +12.0% | -68.3% | -60.6% |
| 3Y | +41.1% | +78.2% | -37.1% | -19.1% |
| 5Y | -65.9% | +73.2% | -139.1% | -79.9% |
| All | -49.4% | +308.5% | -357.9% | -90.4% |
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