+1,481.1%
VTR vs THC
+282.5%
+1,198.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -2.4% | +1.3% | -3.7% | -2.7% |
| 3M | +14.8% | +64.2% | -49.5% | +3.0% |
| 6M | +5.3% | +8.3% | -2.9% | +2.6% |
| YTD | +18.1% | +33.4% | -15.3% | +9.8% |
| 1Y | +36.7% | +37.7% | -1.0% | +25.7% |
| 3Y | +130.1% | +236.8% | -106.7% | +70.0% |
| 5Y | +89.5% | +249.3% | -159.8% | +33.2% |
| 10Y | +87.4% | +995.2% | -907.9% | -7.9% |
| All | +1,481.1% | +282.5% | +1,198.6% | +483.2% |
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