+117.5%
VIAV vs THC
+267.4%
-149.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.5% | +6.3% |
| 7D | +12.3% | +0.2% | +12.1% | +12.3% |
| 30D | -21.0% | +9.0% | -30.0% | -22.1% |
| 3M | -14.1% | +12.9% | -27.0% | -15.9% |
| 6M | -39.9% | +52.8% | -92.8% | -45.0% |
| YTD | +85.2% | +47.4% | +37.8% | +69.4% |
| 1Y | +84.3% | +47.7% | +36.5% | +68.2% |
| 3Y | +320.9% | +444.7% | -123.7% | +172.0% |
| 5Y | +117.5% | +269.3% | -151.7% | +49.0% |
| All | +117.5% | +267.4% | -149.8% | +49.0% |
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 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