+137.4%
VIAV vs THC
+244.9%
-107.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.3% | +13.4% | +11.5% |
| 7D | +11.3% | -2.6% | +13.9% | +11.7% |
| 30D | -1.0% | -1.2% | +0.2% | -0.9% |
| 3M | -20.5% | +58.9% | -79.4% | -28.0% |
| 6M | +39.0% | +9.3% | +29.7% | +35.5% |
| YTD | +117.5% | +30.4% | +87.1% | +103.3% |
| 1Y | +233.8% | +34.6% | +199.2% | +208.3% |
| 3Y | +295.4% | +246.7% | +48.7% | +182.3% |
| All | +137.4% | +244.9% | -107.5% | +62.6% |
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