+751.7%
THG vs VT
+374.2%
+377.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.3% | +0.4% | -0.1% | 0.0% |
| 30D | -0.3% | +1.0% | -1.3% | -1.1% |
| 3M | +22.7% | +2.4% | +20.3% | +19.7% |
| 6M | +28.6% | +12.0% | +16.6% | +16.7% |
| YTD | +26.3% | +15.3% | +10.9% | +11.7% |
| 1Y | +28.5% | +22.6% | +6.0% | +8.1% |
| 3Y | +126.1% | +74.7% | +51.5% | +41.7% |
| 5Y | +83.9% | +66.1% | +17.8% | +18.5% |
| 10Y | +288.6% | +225.0% | +63.6% | +44.7% |
| All | +751.7% | +374.2% | +377.5% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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