+39.9%
VSH vs THC
+258.4%
-218.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.2% |
| 7D | +14.3% | +1.0% | +13.4% | +14.2% |
| 30D | -7.9% | +5.3% | -13.2% | -8.8% |
| 3M | -19.9% | +7.1% | -27.0% | -21.1% |
| 6M | -30.5% | +46.0% | -76.6% | -36.8% |
| YTD | +85.7% | +43.9% | +41.7% | +67.9% |
| 1Y | +98.9% | +45.4% | +53.5% | +79.0% |
| 3Y | +32.1% | +421.3% | -389.2% | -16.2% |
| All | +39.9% | +258.4% | -218.5% | -4.8% |
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 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