+1,216.9%
VST vs THC
+1,130.5%
+86.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | +8.9% | -0.7% | +9.6% | +9.0% |
| 30D | +6.2% | +1.3% | +4.9% | +5.8% |
| 3M | -2.7% | +64.2% | -67.0% | -12.2% |
| 6M | -8.4% | +8.3% | -16.6% | -10.8% |
| YTD | -7.2% | +33.4% | -40.6% | -13.5% |
| 1Y | -20.9% | +37.7% | -58.6% | -26.9% |
| 3Y | +384.0% | +236.8% | +147.2% | +274.2% |
| 5Y | +757.1% | +249.3% | +507.8% | +534.2% |
| All | +1,216.9% | +1,130.5% | +86.4% | +610.6% |
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