+235.9%
ROIV vs THC
+702.5%
-466.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +1.0% | +1.3% | -0.3% | +0.7% |
| 3M | +18.3% | +64.2% | -46.0% | +8.0% |
| 6M | +18.3% | +8.3% | +10.1% | +15.9% |
| YTD | +61.0% | +33.4% | +27.6% | +51.5% |
| 1Y | +177.9% | +37.7% | +140.2% | +159.2% |
| 3Y | +199.1% | +236.8% | -37.7% | +127.3% |
| 5Y | +250.7% | +249.3% | +1.4% | +155.0% |
| All | +235.9% | +702.5% | -466.6% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling