+244.5%
THC vs VSXY
+21.5%
+223.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.1% | -2.7% |
| 7D | -2.6% | -6.8% | +4.2% | -1.9% |
| 30D | -1.2% | -20.4% | +19.2% | +1.2% |
| 3M | +58.9% | +2.9% | +56.0% | +57.6% |
| 6M | +9.3% | +67.9% | -58.6% | -0.2% |
| YTD | +30.4% | +44.9% | -14.5% | +20.7% |
| 1Y | +34.6% | +205.9% | -171.3% | +9.4% |
| 3Y | +246.7% | +373.9% | -127.2% | +133.0% |
| 5Y | +244.5% | +23.5% | +221.1% | +216.6% |
| All | +244.5% | +21.5% | +223.0% | +216.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling