+578.1%
VRSK vs THC
+1,046.3%
-468.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.3% | -3.3% | -5.3% |
| 7D | -9.7% | -2.6% | -7.2% | -9.5% |
| 30D | -8.5% | -1.2% | -7.3% | -8.4% |
| 3M | -1.7% | +58.9% | -60.6% | -6.2% |
| 6M | -17.9% | +9.3% | -27.2% | -18.9% |
| YTD | -21.1% | +30.4% | -51.5% | -23.7% |
| 1Y | -35.1% | +34.6% | -69.7% | -37.5% |
| 3Y | -26.7% | +246.7% | -273.3% | -36.8% |
| 5Y | -12.0% | +244.5% | -256.6% | -25.7% |
| 10Y | +122.9% | +950.1% | -827.2% | +57.0% |
| All | +578.1% | +1,046.3% | -468.2% | +351.1% |
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