+950.1%
THC vs VO
+192.5%
+757.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.4% |
| 7D | -2.6% | +0.6% | -3.2% | -3.4% |
| 30D | -1.2% | -1.1% | -0.1% | +0.3% |
| 3M | +58.9% | +4.5% | +54.4% | +49.0% |
| 6M | +9.3% | +11.1% | -1.7% | -6.7% |
| YTD | +30.4% | +13.5% | +16.8% | +7.2% |
| 1Y | +34.6% | +14.5% | +20.1% | +9.0% |
| 3Y | +246.7% | +58.1% | +188.6% | +70.6% |
| 5Y | +244.5% | +43.3% | +201.3% | +99.5% |
| 10Y | +950.1% | +193.2% | +756.9% | +118.5% |
| All | +950.1% | +192.5% | +757.6% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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