-11.5%
VRSK vs THC
+254.2%
-265.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -7.7% | 0.0% | -7.7% | -7.7% |
| 30D | -2.8% | +1.5% | -4.4% | -3.0% |
| 3M | -3.7% | +59.9% | -63.6% | -9.7% |
| 6M | -12.8% | +11.0% | -23.7% | -14.3% |
| YTD | -21.0% | +32.6% | -53.5% | -24.6% |
| 1Y | -32.5% | +37.4% | -69.8% | -36.1% |
| 3Y | -26.5% | +252.5% | -279.1% | -41.9% |
| 5Y | -11.5% | +262.3% | -273.8% | -33.5% |
| All | -11.5% | +254.2% | -265.7% | -33.5% |
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