+374.8%
ALL vs THC
+1,421.6%
-1,046.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.3% |
| 7D | -1.9% | +3.7% | -5.6% | -2.4% |
| 30D | +13.8% | +9.0% | +4.7% | +12.4% |
| 3M | -7.0% | +10.4% | -17.4% | -8.3% |
| 6M | +18.0% | +45.7% | -27.6% | +11.7% |
| YTD | +24.2% | +42.6% | -18.4% | +17.4% |
| 1Y | +31.2% | +38.8% | -7.6% | +24.2% |
| 3Y | +107.5% | +418.8% | -311.3% | +61.5% |
| 5Y | +144.8% | +275.7% | -130.9% | +93.3% |
| All | +374.8% | +1,421.6% | -1,046.9% | +204.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling