+3,754.3%
ALL vs THC
+1,084.7%
+2,669.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | +12.7% | +9.0% | +3.7% | +11.2% |
| 3M | +0.4% | +12.9% | -12.5% | -1.6% |
| 6M | +23.8% | +52.8% | -29.1% | +15.4% |
| YTD | +27.8% | +47.4% | -19.6% | +19.3% |
| 1Y | +28.9% | +47.7% | -18.8% | +20.0% |
| 3Y | +113.9% | +444.7% | -330.8% | +60.0% |
| 5Y | +157.4% | +269.3% | -111.9% | +97.5% |
| 10Y | +369.0% | +1,913.5% | -1,544.5% | +143.5% |
| All | +3,754.3% | +1,084.7% | +2,669.7% | +1,515.6% |
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