-30.6%
AR vs THC
+512.7%
-543.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -14.3% | +3.7% | -17.9% | -15.4% |
| 30D | +1.4% | +9.0% | -7.6% | -1.6% |
| 3M | +3.4% | +10.4% | -7.0% | -0.4% |
| 6M | -2.1% | +45.7% | -47.7% | -14.4% |
| YTD | +4.7% | +42.6% | -37.9% | -9.2% |
| 1Y | +10.6% | +38.8% | -28.2% | -3.6% |
| 3Y | +24.6% | +418.8% | -394.2% | -31.4% |
| 5Y | +71.9% | +275.7% | -203.8% | -1.1% |
| 10Y | +46.4% | +1,496.2% | -1,449.9% | -50.2% |
| All | -30.6% | +512.7% | -543.4% | -71.5% |
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