+399.1%
VNQ vs THC
+581.0%
-181.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.8% | +1.0% | -0.2% | +0.6% |
| 30D | +6.8% | +5.3% | +1.5% | +5.7% |
| 3M | -1.3% | +7.1% | -8.4% | -2.7% |
| 6M | +2.4% | +46.0% | -43.7% | -5.4% |
| YTD | +12.1% | +43.9% | -31.8% | +3.2% |
| 1Y | +12.0% | +45.4% | -33.5% | +2.6% |
| 3Y | +44.8% | +421.3% | -376.5% | +1.3% |
| 5Y | +6.9% | +261.5% | -254.6% | -22.9% |
| 10Y | +82.9% | +1,865.8% | -1,782.9% | -19.4% |
| All | +399.1% | +581.0% | -181.9% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling