-44.1%
VG vs THC
+108.1%
-152.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +4.6% |
| 7D | +15.1% | +0.1% | +15.0% | +15.1% |
| 30D | -4.2% | +7.5% | -11.7% | -3.4% |
| 3M | -3.1% | +7.5% | -10.6% | -2.3% |
| 6M | +0.3% | +46.4% | -46.1% | +3.1% |
| YTD | +95.5% | +44.4% | +51.1% | +96.4% |
| 1Y | +64.4% | +43.4% | +21.0% | +65.3% |
| All | -44.1% | +108.1% | -152.2% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling