+1,155.8%
VUG vs THC
+465.8%
+690.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -3.4% | +3.7% | -7.1% | -3.9% |
| 30D | -11.1% | +9.0% | -20.1% | -12.2% |
| 3M | -7.2% | +10.4% | -17.6% | -8.7% |
| 6M | -4.1% | +45.7% | -49.8% | -9.8% |
| YTD | +1.4% | +42.6% | -41.2% | -4.8% |
| 1Y | +1.9% | +38.8% | -36.8% | -4.1% |
| 3Y | +77.7% | +418.8% | -341.1% | +35.8% |
| 5Y | +57.6% | +275.7% | -218.1% | +23.0% |
| 10Y | +398.6% | +1,496.2% | -1,097.7% | +182.4% |
| All | +1,155.8% | +465.8% | +690.1% | +553.6% |
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