+50.0%
VG vs THC
+35.6%
+14.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | -0.4% |
| 7D | -22.0% | +3.7% | -25.7% | -20.5% |
| 30D | -11.6% | +9.0% | -20.7% | -7.8% |
| 3M | -14.9% | +10.4% | -25.3% | -10.5% |
| 6M | -3.5% | +45.7% | -49.2% | +16.8% |
| YTD | +70.0% | +42.6% | +27.4% | +100.9% |
| 1Y | +50.0% | +38.8% | +11.2% | +77.0% |
| All | +50.0% | +35.6% | +14.4% | +77.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling