+87.0%
VTRS vs THC
+258.2%
-171.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -1.3% |
| 7D | -3.5% | +4.1% | -7.5% | -4.1% |
| 30D | +2.1% | +3.5% | -1.4% | +1.4% |
| 3M | +2.6% | +61.7% | -59.1% | -5.8% |
| 6M | +17.8% | +11.8% | +5.9% | +14.6% |
| YTD | +35.7% | +35.4% | +0.2% | +27.1% |
| 1Y | +63.5% | +37.0% | +26.5% | +52.4% |
| All | +87.0% | +258.2% | -171.2% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling