+381.9%
THC vs VSAT
+1,465.7%
-1,083.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +16.3% | -14.3% | -0.4% |
| 7D | +7.5% | +0.4% | +7.1% | +6.8% |
| 30D | +9.6% | +3.3% | +6.3% | +8.1% |
| 3M | +10.3% | -7.5% | +17.7% | +9.9% |
| 6M | +51.8% | +6.2% | +45.6% | +45.2% |
| YTD | +45.4% | +115.8% | -70.4% | +22.3% |
| 1Y | +40.8% | +107.7% | -66.9% | +18.6% |
| 3Y | +448.8% | +292.0% | +156.8% | +269.8% |
| 5Y | +263.4% | +35.3% | +228.1% | +178.3% |
| 10Y | +1,800.1% | -5.2% | +1,805.3% | +1,391.0% |
| All | +381.9% | +1,465.7% | -1,083.8% | +159.4% |
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