Regression from Apr 2004 - Aug 2014

Rm-Rf Alpha R2
0.71 3.67% 0.645
Standard error 0.0478 0.0021
t-statistics 14.96 1.47

Fund Profile

Symbol VHCIX
Issuer Vanguard
Type Mutual Fund
Region USA
Style Sector

Rolling Charts:


Fund Returns from Apr 2004 - Aug 2014

Month RaR Rm-Rf Rf
200404 2.87 -1.83 0.08
200405 -0.23 1.18 0.06
200406 0.00 1.86 0.08
200407 -6.10 -4.07 0.10
200408 1.61 0.08 0.11
200409 -1.01 1.61 0.11
200410 -1.90 1.43 0.11
200411 2.28 4.54 0.15
200412 5.91 3.43 0.16
200501 -3.16 -2.75 0.16
200502 2.69 1.89 0.16
200503 -0.32 -1.96 0.21
200504 3.14 -2.61 0.21
200505 1.70 3.65 0.24
200506 0.22 0.56 0.23
200507 2.76 3.92 0.24
200508 0.04 -1.22 0.30
200509 -0.26 0.48 0.29
200510 -2.87 -2.00 0.27
200511 1.76 3.62 0.31
200512 2.77 -0.25 0.32
200601 1.94 3.04 0.35
200602 0.95 -0.30 0.34
200603 -0.82 1.46 0.37
200604 -3.14 0.72 0.36
200605 -2.34 -3.57 0.43
200606 0.26 -0.35 0.40
200607 4.09 -0.78 0.40
200608 2.88 2.03 0.42
200609 1.10 1.84 0.41
200610 0.92 3.23 0.41
200611 -0.08 1.71 0.42
200612 0.84 0.87 0.40
200701 3.28 1.41 0.44
200702 -2.07 -1.95 0.38
200703 0.27 0.68 0.43
200704 6.20 3.49 0.44
200705 1.76 3.24 0.41
200706 -3.32 -1.96 0.40
200707 -3.80 -3.74 0.40
200708 2.71 0.92 0.42
200709 3.06 3.23 0.32
200710 1.90 1.80 0.32
200711 0.54 -4.82 0.34
200712 -2.54 -0.86 0.27
200801 -5.06 -6.35 0.21
200802 -2.40 -3.09 0.13
200803 -4.43 -0.94 0.17
200804 1.49 4.60 0.18
200805 2.16 1.86 0.18
200806 -4.59 -8.44 0.17
200807 5.90 -0.77 0.15
200808 2.06 1.53 0.13
200809 -6.35 -9.24 0.15
200810 -13.03 -17.23 0.08
200811 -7.37 -7.86 0.03
200812 7.09 1.66 0.09
200901 -1.29 -8.12 0.00
200902 -11.81 -10.09 0.01
200903 6.50 8.95 0.02
200904 0.16 10.19 0.01
200905 6.40 5.21 0.00
200906 3.40 0.43 0.01
200907 5.77 7.72 0.01
200908 2.26 3.32 0.01
200909 1.87 4.08 0.01
200910 -2.90 -2.59 0.00
200911 8.60 5.56 0.00
200912 2.83 2.75 0.01
201001 0.28 -3.36 0.00
201002 0.63 3.40 0.00
201003 3.66 6.32 0.01
201004 -2.70 2.00 0.00
201005 -6.95 -7.89 0.01
201006 -2.12 -5.56 0.01
201007 1.06 6.92 0.01
201008 -1.97 -4.77 0.01
201009 9.67 9.54 0.01
201010 1.87 3.88 0.01
201011 -2.22 0.60 0.01
201012 5.41 6.82 0.01
201101 0.71 2.01 0.01
201102 3.51 3.49 0.01
201103 2.32 0.48 0.01
201104 6.48 2.90 0.00
201105 1.87 -1.27 0.00
201106 -1.48 -1.75 0.00
201107 -3.91 -2.34 0.00
201108 -3.33 -6.00 0.01
201109 -4.84 -7.60 0.00
201110 6.05 11.34 0.00
201111 0.90 -0.26 0.00
201112 2.62 0.74 0.00
201201 4.13 5.06 0.00
201202 1.77 4.43 0.00
201203 4.15 3.11 0.00
201204 -0.24 -0.84 0.00
201205 -3.57 -6.20 0.01
201206 6.01 3.88 0.00
201207 0.63 0.79 0.00
201208 1.48 2.56 0.01
201209 4.12 2.74 0.01
201210 -1.43 -1.75 0.01
201211 1.00 0.77 0.01
201212 -0.06 1.18 0.01
201301 7.53 5.58 0.00
201302 1.23 1.28 0.00
201303 6.19 4.03 0.00
201304 2.93 1.56 0.00
201305 1.92 2.81 0.00
201306 -0.72 -1.21 0.00
201307 7.69 5.65 0.00
201308 -3.22 -2.69 0.00
201309 3.60 3.76 0.00
201310 3.60 4.17 0.00
201311 5.03 3.12 0.00
201312 0.86 2.81 0.00
201401 1.86 -3.26 0.00
201402 6.00 4.65 0.00
201403 -2.05 0.41 0.00
201404 -1.38 -0.14 0.00
201405 2.92 2.06 0.00
201406 2.82 2.59 0.00
201407 -0.25 -2.05 0.00
201408 5.28 4.23 0.00

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