-9.2%
VRSK vs THC
+46.1%
-55.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.6% | -9.2% | -0.5% |
| 7D | +4.2% | +8.8% | -4.6% | +3.4% |
| 30D | +21.2% | +12.6% | +8.5% | +19.8% |
| 3M | +2.9% | +15.4% | -12.5% | +1.6% |
| 6M | +11.3% | +57.7% | -46.3% | +8.7% |
| YTD | -10.8% | +47.1% | -57.9% | -12.5% |
| 1Y | -9.2% | +40.7% | -49.9% | -10.8% |
| All | -9.2% | +46.1% | -55.3% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling