-58.8%
VHC vs SPY
+81.8%
-140.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.7% |
| 7D | +4.6% | +0.5% | +4.1% | +4.2% |
| 30D | -21.8% | -0.9% | -20.8% | -21.2% |
| 3M | -15.1% | +3.9% | -19.0% | -17.9% |
| 6M | -32.4% | +14.5% | -46.9% | -39.2% |
| YTD | -29.3% | +12.9% | -42.2% | -35.8% |
| 1Y | -38.8% | +19.4% | -58.1% | -46.6% |
| 3Y | +96.7% | +78.5% | +18.2% | +22.0% |
| 5Y | -58.8% | +81.8% | -140.6% | -74.8% |
| All | -58.8% | +81.8% | -140.6% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling