-15.2%
VHC vs VOO
+317.2%
-332.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +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% | -18.4% |
| 6M | -32.4% | +14.5% | -46.9% | -40.3% |
| YTD | -29.3% | +13.0% | -42.2% | -36.9% |
| 1Y | -38.8% | +19.4% | -58.2% | -48.1% |
| 3Y | +96.7% | +78.9% | +17.8% | +12.1% |
| 5Y | -58.8% | +82.3% | -141.1% | -77.0% |
| All | -15.2% | +317.2% | -332.4% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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