+273.8%
ROIV vs THC
+757.8%
-483.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.4% |
| 7D | +5.3% | +3.7% | +1.6% | +4.7% |
| 30D | +11.9% | +9.0% | +2.8% | +10.3% |
| 3M | +10.7% | +10.4% | +0.3% | +8.8% |
| 6M | +34.9% | +45.7% | -10.8% | +25.6% |
| YTD | +79.2% | +42.6% | +36.6% | +66.5% |
| 1Y | +89.0% | +38.8% | +50.3% | +76.2% |
| 3Y | +337.3% | +418.8% | -81.5% | +207.5% |
| 5Y | +402.3% | +275.7% | +126.7% | +263.1% |
| All | +273.8% | +757.8% | -483.9% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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