+6,763.5%
AXP vs THC
+571.3%
+6,192.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.6% | -7.4% | +0.3% |
| 7D | +4.6% | +8.8% | -4.2% | +2.8% |
| 30D | +9.7% | +12.6% | -2.9% | +7.1% |
| 3M | -3.8% | +15.4% | -19.1% | -6.7% |
| 6M | +4.8% | +57.7% | -52.9% | -5.3% |
| YTD | -9.1% | +47.1% | -56.2% | -17.3% |
| 1Y | -6.7% | +40.7% | -47.4% | -14.5% |
| 3Y | +125.2% | +432.1% | -306.9% | +54.2% |
| 5Y | +105.0% | +301.9% | -196.9% | +43.5% |
| 10Y | +481.5% | +1,546.5% | -1,065.0% | +171.4% |
| All | +6,763.5% | +571.3% | +6,192.1% | +2,290.2% |
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