-51.4%
VG vs THC
+107.9%
-159.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -4.2% |
| 7D | -22.0% | +5.9% | -27.9% | -21.5% |
| 30D | -14.7% | +10.8% | -25.6% | -13.9% |
| 3M | -7.1% | +9.4% | -16.5% | -6.1% |
| 6M | -11.2% | +53.3% | -64.4% | -9.0% |
| YTD | +69.8% | +44.2% | +25.7% | +70.6% |
| 1Y | +49.9% | +37.3% | +12.5% | +52.5% |
| All | -51.4% | +107.9% | -159.3% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling