+120.4%
VSH vs THC
+1,818.8%
-1,698.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.2% |
| 7D | +26.2% | +0.1% | +26.1% | +26.2% |
| 30D | -12.5% | +7.5% | -20.0% | -14.1% |
| 3M | -16.9% | +7.5% | -24.4% | -18.6% |
| 6M | -17.0% | +46.4% | -63.4% | -26.0% |
| YTD | +93.8% | +44.4% | +49.5% | +72.0% |
| 1Y | +99.3% | +43.4% | +55.9% | +76.9% |
| 3Y | +35.0% | +433.3% | -398.3% | -15.8% |
| 5Y | +45.8% | +262.5% | -216.7% | -4.6% |
| All | +120.4% | +1,818.8% | -1,698.4% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling