+54.5%
AR vs THC
+1,758.3%
-1,703.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.8% | +3.5% |
| 7D | -5.8% | +8.8% | -14.6% | -8.5% |
| 30D | +4.8% | +10.0% | -5.2% | +1.3% |
| 3M | +1.5% | +11.7% | -10.2% | -2.7% |
| 6M | +4.7% | +52.5% | -47.8% | -10.6% |
| YTD | +9.2% | +46.1% | -36.9% | -6.8% |
| 1Y | +11.2% | +49.1% | -37.9% | -6.1% |
| 3Y | +46.2% | +439.6% | -393.4% | -24.2% |
| 5Y | +98.1% | +263.2% | -165.1% | +10.3% |
| 10Y | +54.5% | +1,900.5% | -1,845.9% | -51.1% |
| All | +54.5% | +1,758.3% | -1,703.8% | -51.1% |
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 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