+368.4%
ALL vs THC
+1,758.3%
-1,390.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.8% |
| 7D | -0.1% | +8.8% | -9.0% | -1.3% |
| 30D | +13.8% | +10.0% | +3.8% | +12.3% |
| 3M | -2.8% | +11.7% | -14.4% | -4.4% |
| 6M | +23.7% | +52.5% | -28.8% | +16.1% |
| YTD | +27.3% | +46.1% | -18.8% | +19.7% |
| 1Y | +30.5% | +49.1% | -18.6% | +22.2% |
| 3Y | +113.0% | +439.6% | -326.6% | +63.6% |
| 5Y | +157.6% | +263.2% | -105.6% | +102.9% |
| 10Y | +368.4% | +1,900.5% | -1,532.1% | +185.7% |
| All | +368.4% | +1,758.3% | -1,390.0% | +185.7% |
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