+3,646.0%
ALL vs THC
+1,045.7%
+2,600.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.3% |
| 7D | -1.9% | +3.7% | -5.6% | -2.5% |
| 30D | +13.8% | +9.0% | +4.7% | +12.2% |
| 3M | -7.0% | +10.4% | -17.4% | -8.5% |
| 6M | +18.0% | +45.7% | -27.6% | +10.8% |
| YTD | +24.2% | +42.6% | -18.4% | +16.5% |
| 1Y | +31.2% | +38.8% | -7.6% | +23.3% |
| 3Y | +107.5% | +418.8% | -311.3% | +56.4% |
| 5Y | +144.8% | +275.7% | -130.9% | +87.3% |
| 10Y | +375.8% | +1,496.2% | -1,120.5% | +153.9% |
| All | +3,646.0% | +1,045.7% | +2,600.3% | +1,478.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling