+55.5%
AR vs THC
+1,879.5%
-1,824.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +2.1% | +0.2% | +1.8% | +2.0% |
| 30D | +4.5% | +9.0% | -4.5% | +1.3% |
| 3M | +1.0% | +12.9% | -11.9% | -3.5% |
| 6M | +4.4% | +52.8% | -48.4% | -10.8% |
| YTD | +10.9% | +47.4% | -36.5% | -5.7% |
| 1Y | +8.6% | +47.7% | -39.2% | -8.0% |
| 3Y | +48.5% | +444.7% | -396.2% | -23.2% |
| 5Y | +95.7% | +269.3% | -173.5% | +8.5% |
| 10Y | +55.5% | +1,913.5% | -1,858.1% | -50.9% |
| All | +55.5% | +1,879.5% | -1,824.1% | -50.9% |
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