+21.5%
VZ vs THC
+287.8%
-266.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | +5.6% | +5.9% | -0.2% | +5.0% |
| 30D | +1.9% | +10.8% | -9.0% | +0.8% |
| 3M | +0.8% | +9.4% | -8.7% | -0.3% |
| 6M | +0.6% | +53.3% | -52.6% | -4.0% |
| YTD | +20.8% | +44.2% | -23.4% | +15.6% |
| 1Y | +23.9% | +37.3% | -13.4% | +19.1% |
| 3Y | +55.7% | +421.6% | -365.9% | +26.5% |
| 5Y | +21.5% | +279.8% | -258.3% | +0.3% |
| All | +21.5% | +287.8% | -266.2% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling