+363.8%
ALL vs THC
+1,325.8%
-962.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | -3.9% | +7.5% | -11.3% | -4.8% |
| 30D | +10.6% | +9.6% | +1.1% | +9.2% |
| 3M | -4.6% | +10.3% | -14.8% | -5.9% |
| 6M | +20.2% | +51.8% | -31.6% | +12.9% |
| YTD | +23.7% | +45.4% | -21.7% | +16.4% |
| 1Y | +27.9% | +40.8% | -12.9% | +20.7% |
| 3Y | +109.2% | +448.8% | -339.6% | +60.4% |
| 5Y | +148.0% | +263.4% | -115.4% | +95.5% |
| 10Y | +363.8% | +1,800.1% | -1,436.3% | +187.1% |
| All | +363.8% | +1,325.8% | -962.0% | +187.1% |
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