+264.7%
THC vs VSXY
+33.4%
+231.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.8% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +1.5% | -22.1% | +23.6% | +4.1% |
| 3M | +59.9% | -1.1% | +61.0% | +59.3% |
| 6M | +11.0% | +53.8% | -42.9% | +3.0% |
| YTD | +32.6% | +35.5% | -2.9% | +24.3% |
| 1Y | +37.4% | +186.0% | -148.6% | +14.4% |
| 3Y | +252.5% | +343.2% | -90.6% | +149.6% |
| 5Y | +262.3% | +19.0% | +243.3% | +211.8% |
| All | +264.7% | +33.4% | +231.2% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSXY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling