-100.0%
YHC vs VOO
+76.2%
-176.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -3.8% |
| 7D | +2.5% | +3.3% | -0.8% | -0.2% |
| 30D | -13.2% | -2.7% | -10.5% | -10.3% |
| 3M | +3.1% | -1.7% | +4.9% | +5.8% |
| 6M | -98.2% | +3.1% | -101.4% | -98.4% |
| YTD | -98.2% | +11.9% | -110.1% | -98.5% |
| 1Y | -98.1% | +12.1% | -110.2% | -98.4% |
| 3Y | -100.0% | +78.6% | -178.6% | -100.0% |
| All | -100.0% | +76.2% | -176.2% | -100.0% |
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