+99.1%
V vs THC
+274.4%
-175.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +2.2% | +3.7% | -1.5% | +1.6% |
| 30D | +13.6% | +9.0% | +4.5% | +12.1% |
| 3M | +14.3% | +10.4% | +3.9% | +12.5% |
| 6M | +33.1% | +45.7% | -12.6% | +25.0% |
| YTD | +21.2% | +42.6% | -21.3% | +13.7% |
| 1Y | +26.4% | +38.8% | -12.3% | +18.9% |
| 3Y | +77.6% | +418.8% | -341.2% | +28.5% |
| All | +99.1% | +274.4% | -175.3% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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