-90.8%
VHC vs SPY
+777.2%
-868.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.7% |
| 7D | +2.4% | -2.7% | +5.1% | +4.3% |
| 30D | -17.8% | -5.4% | -12.4% | -14.6% |
| 3M | -39.4% | -4.1% | -35.3% | -37.5% |
| 6M | -24.4% | +0.7% | -25.1% | -24.9% |
| YTD | -41.8% | +8.7% | -50.5% | -44.9% |
| 1Y | -57.1% | +10.9% | -68.0% | -59.9% |
| 3Y | +75.3% | +75.0% | +0.3% | +19.8% |
| 5Y | -67.5% | +67.8% | -135.2% | -77.1% |
| 10Y | -43.9% | +312.9% | -356.8% | -76.9% |
| All | -90.8% | +777.2% | -868.0% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling