+448.7%
AXP vs THC
+1,421.6%
-972.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +0.6% | +3.7% | -3.1% | -0.3% |
| 30D | +5.8% | +9.0% | -3.2% | +3.7% |
| 3M | -6.0% | +10.4% | -16.4% | -8.4% |
| 6M | +0.3% | +45.7% | -45.4% | -9.2% |
| YTD | -12.3% | +42.6% | -54.8% | -20.8% |
| 1Y | -11.2% | +38.8% | -50.0% | -19.6% |
| 3Y | +117.0% | +418.8% | -301.8% | +38.6% |
| 5Y | +93.2% | +275.7% | -182.5% | +27.6% |
| All | +448.7% | +1,421.6% | -972.9% | +154.3% |
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