+455.5%
AXP vs THC
+1,438.5%
-983.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.8% |
| 7D | +0.4% | +5.9% | -5.5% | -1.0% |
| 30D | +7.0% | +10.8% | -3.8% | +4.5% |
| 3M | -6.6% | +9.4% | -16.0% | -8.7% |
| 6M | +3.5% | +53.3% | -49.8% | -7.4% |
| YTD | -11.2% | +44.2% | -55.3% | -20.0% |
| 1Y | -10.2% | +37.3% | -47.5% | -18.4% |
| 3Y | +120.0% | +421.6% | -301.5% | +40.3% |
| 5Y | +95.6% | +279.8% | -184.3% | +28.9% |
| All | +455.5% | +1,438.5% | -983.0% | +156.8% |
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