+389.2%
ROIV vs THC
+258.4%
+130.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +1.7% | +1.0% | +0.7% | +1.5% |
| 30D | +17.6% | +5.3% | +12.3% | +16.5% |
| 3M | +9.0% | +7.1% | +1.9% | +7.4% |
| 6M | +35.3% | +46.0% | -10.8% | +24.8% |
| YTD | +82.2% | +43.9% | +38.2% | +67.5% |
| 1Y | +92.3% | +45.4% | +46.8% | +76.1% |
| 3Y | +336.8% | +421.3% | -84.5% | +185.9% |
| All | +389.2% | +258.4% | +130.8% | +235.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling