+371.6%
ALL vs THC
+1,813.2%
-1,441.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +5.0% | +1.0% | +4.1% | +4.9% |
| 30D | +13.3% | +5.3% | +8.0% | +12.5% |
| 3M | +3.2% | +7.1% | -3.9% | +2.1% |
| 6M | +25.3% | +46.0% | -20.7% | +18.3% |
| YTD | +30.5% | +43.9% | -13.5% | +22.9% |
| 1Y | +29.2% | +45.4% | -16.2% | +21.4% |
| 3Y | +119.1% | +421.3% | -302.2% | +69.1% |
| 5Y | +162.6% | +261.5% | -98.8% | +106.9% |
| All | +371.6% | +1,813.2% | -1,441.6% | +194.2% |
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