+6.6%
VNQ vs THC
+258.2%
-251.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.7% |
| 7D | -0.9% | +4.1% | -5.0% | -1.6% |
| 30D | -2.2% | +3.5% | -5.8% | -2.9% |
| 3M | -1.9% | +61.7% | -63.7% | -10.5% |
| 6M | +3.2% | +11.8% | -8.6% | +0.5% |
| YTD | +9.4% | +35.4% | -26.0% | +2.3% |
| 1Y | +7.5% | +37.0% | -29.5% | -0.1% |
| 3Y | +31.1% | +260.1% | -229.0% | -4.0% |
| 5Y | +6.6% | +262.6% | -256.0% | -24.6% |
| All | +6.6% | +258.2% | -251.7% | -24.6% |
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