+342.0%
THC vs VSAT
+1,485.7%
-1,143.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -0.2% |
| 7D | -0.7% | +11.8% | -12.5% | -2.4% |
| 30D | +1.3% | -7.0% | +8.3% | +2.1% |
| 3M | +64.2% | +3.3% | +61.0% | +60.3% |
| 6M | +8.3% | +57.4% | -49.2% | -2.2% |
| YTD | +33.4% | +118.6% | -85.2% | +13.3% |
| 1Y | +37.7% | +150.2% | -112.6% | +13.0% |
| 3Y | +236.8% | +160.7% | +76.1% | +144.6% |
| 5Y | +249.3% | +51.2% | +198.1% | +164.9% |
| 10Y | +995.2% | -0.7% | +995.9% | +761.4% |
| All | +342.0% | +1,485.7% | -1,143.7% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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