+66.5%
VSH vs THC
+250.3%
-183.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.3% |
| 7D | +4.1% | -0.7% | +4.7% | +4.2% |
| 30D | -4.2% | +1.3% | -5.4% | -4.5% |
| 3M | -50.0% | +64.2% | -114.2% | -55.6% |
| 6M | +80.2% | +8.3% | +71.9% | +75.8% |
| YTD | +121.1% | +33.4% | +87.7% | +103.3% |
| 1Y | +112.0% | +37.7% | +74.3% | +92.4% |
| 3Y | +22.5% | +236.8% | -214.3% | -13.4% |
| All | +66.5% | +250.3% | -183.9% | +15.1% |
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 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