+365.7%
ALL vs THC
+1,000.2%
-634.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -1.5% | +1.3% | -2.8% | -1.7% |
| 3M | +23.6% | +64.2% | -40.6% | +15.4% |
| 6M | +22.3% | +8.3% | +14.1% | +20.4% |
| YTD | +26.5% | +33.4% | -6.9% | +20.8% |
| 1Y | +27.0% | +37.7% | -10.7% | +20.5% |
| 3Y | +149.6% | +236.8% | -87.2% | +106.4% |
| 5Y | +118.1% | +249.3% | -131.2% | +74.4% |
| All | +365.7% | +1,000.2% | -634.6% | +207.8% |
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 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