+581.9%
VTRS vs THC
+508.9%
+73.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | +3.3% | -0.7% | +4.0% | +3.4% |
| 30D | -3.6% | +1.3% | -4.9% | -3.9% |
| 3M | +7.0% | +64.2% | -57.3% | -2.0% |
| 6M | +17.5% | +8.3% | +9.2% | +15.1% |
| YTD | +38.8% | +33.4% | +5.4% | +30.7% |
| 1Y | +69.2% | +37.7% | +31.5% | +58.2% |
| 3Y | +77.5% | +236.8% | -159.3% | +39.8% |
| 5Y | +39.9% | +249.3% | -209.4% | +5.9% |
| 10Y | -47.1% | +995.2% | -1,042.4% | -71.0% |
| All | +581.9% | +508.9% | +73.0% | +180.8% |
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