+950.1%
THC vs VIG
+240.3%
+709.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.1% |
| 7D | -2.6% | -0.4% | -2.1% | -1.9% |
| 30D | -1.2% | -2.1% | +0.9% | +2.0% |
| 3M | +58.9% | +3.3% | +55.6% | +51.8% |
| 6M | +9.3% | +9.3% | +0.1% | -4.2% |
| YTD | +30.4% | +10.1% | +20.2% | +12.5% |
| 1Y | +34.6% | +14.7% | +19.9% | +9.1% |
| 3Y | +246.7% | +56.9% | +189.7% | +73.0% |
| 5Y | +244.5% | +62.9% | +181.6% | +65.5% |
| 10Y | +950.1% | +241.3% | +708.8% | +104.0% |
| All | +950.1% | +240.3% | +709.8% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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