+262.6%
THC vs VICR
+46.6%
+216.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.9% | +8.8% | +4.3% |
| 7D | +4.1% | +1.3% | +2.8% | +3.9% |
| 30D | +3.5% | -11.9% | +15.5% | +4.5% |
| 3M | +61.7% | -35.1% | +96.9% | +66.0% |
| 6M | +11.8% | +8.1% | +3.7% | +5.4% |
| YTD | +35.4% | +67.8% | -32.4% | +19.5% |
| 1Y | +37.0% | +267.3% | -230.3% | +7.5% |
| 3Y | +260.1% | +191.2% | +68.9% | +176.0% |
| 5Y | +262.6% | +48.1% | +214.5% | +165.9% |
| All | +262.6% | +46.6% | +216.0% | +165.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling