+1,636.0%
VSH vs THC
+508.9%
+1,127.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -55.3% |
| 6M | +80.2% | +8.3% | +71.9% | +73.7% |
| YTD | +121.1% | +33.4% | +87.7% | +103.6% |
| 1Y | +112.0% | +37.7% | +74.3% | +93.4% |
| 3Y | +22.5% | +236.8% | -214.3% | -8.2% |
| 5Y | +64.0% | +249.3% | -185.2% | +17.5% |
| 10Y | +170.4% | +995.2% | -824.9% | +35.6% |
| All | +1,636.0% | +508.9% | +1,127.1% | +589.9% |
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