+1,649.1%
THC vs VICR
+1,016.5%
+632.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.8% |
| 7D | +0.1% | +21.9% | -21.8% | -3.0% |
| 30D | +7.5% | -38.4% | +45.8% | +14.1% |
| 3M | +7.5% | -27.2% | +34.7% | +9.6% |
| 6M | +46.4% | -43.7% | +90.1% | +50.7% |
| YTD | +44.4% | +50.3% | -5.9% | +19.0% |
| 1Y | +43.4% | +74.6% | -31.1% | +14.7% |
| 3Y | +433.3% | +351.2% | +82.1% | +215.9% |
| 5Y | +262.5% | +2.5% | +260.0% | +176.1% |
| All | +1,649.1% | +1,016.5% | +632.6% | +680.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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