+783.6%
THC vs VYM
+490.3%
+293.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -1.7% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -1.2% | -1.3% | +0.1% | +0.5% |
| 3M | +58.9% | +4.1% | +54.9% | +51.2% |
| 6M | +9.3% | +9.8% | -0.5% | -3.5% |
| YTD | +30.4% | +15.3% | +15.0% | +7.5% |
| 1Y | +34.6% | +20.0% | +14.6% | +5.2% |
| 3Y | +246.7% | +66.2% | +180.4% | +75.0% |
| 5Y | +244.5% | +77.5% | +167.0% | +62.5% |
| 10Y | +950.1% | +201.7% | +748.4% | +182.6% |
| All | +783.6% | +490.3% | +293.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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