+1,174.9%
VSH vs THC
+550.9%
+624.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.9% |
| 7D | -12.9% | +3.7% | -16.6% | -13.7% |
| 30D | -36.9% | +9.0% | -45.9% | -38.1% |
| 3M | -28.8% | +10.4% | -39.2% | -30.4% |
| 6M | -30.3% | +45.7% | -76.0% | -36.8% |
| YTD | +62.4% | +42.6% | +19.8% | +47.1% |
| 1Y | +62.5% | +38.8% | +23.8% | +47.8% |
| 3Y | +7.4% | +418.8% | -411.4% | -26.2% |
| 5Y | +25.4% | +275.7% | -250.2% | -11.5% |
| 10Y | +102.6% | +1,496.2% | -1,393.6% | -5.1% |
| All | +1,174.9% | +550.9% | +624.0% | +398.5% |
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 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