-100.0%
VIVK vs THC
+254.2%
-354.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.5% |
| 7D | -9.5% | 0.0% | -9.5% | -9.5% |
| 30D | -35.1% | +1.5% | -36.7% | -35.2% |
| 3M | -93.4% | +59.9% | -153.3% | -93.5% |
| 6M | -98.0% | +11.0% | -108.9% | -98.0% |
| YTD | -97.9% | +32.6% | -130.4% | -97.9% |
| 1Y | -100.0% | +37.4% | -137.3% | -100.0% |
| 3Y | -100.0% | +252.5% | -352.5% | -100.0% |
| 5Y | -100.0% | +262.3% | -362.3% | -100.0% |
| All | -100.0% | +254.2% | -354.2% | -100.0% |
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