+254.0%
THC vs VO
+42.6%
+211.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | -0.7% | -0.3% | -0.4% | -0.4% |
| 30D | +1.3% | -0.3% | +1.6% | +1.6% |
| 3M | +64.2% | +2.9% | +61.3% | +58.5% |
| 6M | +8.3% | +9.3% | -1.1% | -3.2% |
| YTD | +33.4% | +14.2% | +19.2% | +12.6% |
| 1Y | +37.7% | +15.3% | +22.4% | +14.7% |
| 3Y | +236.8% | +56.2% | +180.5% | +88.3% |
| All | +254.0% | +42.6% | +211.3% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling