+607.8%
THC vs VICR
+10,134.2%
-9,526.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.2% |
| 7D | +1.0% | +8.3% | -7.3% | -0.2% |
| 30D | +5.3% | -35.2% | +40.5% | +10.4% |
| 3M | +7.1% | -29.8% | +36.9% | +9.5% |
| 6M | +46.0% | -48.6% | +94.6% | +52.0% |
| YTD | +43.9% | +45.1% | -1.2% | +25.3% |
| 1Y | +45.4% | +79.6% | -34.1% | +22.5% |
| 3Y | +421.3% | +335.4% | +85.9% | +259.2% |
| 5Y | +261.5% | -1.0% | +262.5% | +189.9% |
| 10Y | +1,865.8% | +993.1% | +872.7% | +967.3% |
| All | +607.8% | +10,134.2% | -9,526.4% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling