+190.2%
B vs THC
+1,000.2%
-810.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -1.6% | -0.7% | -0.9% | -1.6% |
| 30D | +9.4% | +1.3% | +8.2% | +9.4% |
| 3M | +5.0% | +64.2% | -59.3% | +2.6% |
| 6M | -3.5% | +8.3% | -11.8% | -4.1% |
| YTD | +4.5% | +33.4% | -28.9% | +2.8% |
| 1Y | +67.8% | +37.7% | +30.1% | +64.9% |
| 3Y | +196.7% | +236.8% | -40.1% | +181.0% |
| 5Y | +151.9% | +249.3% | -97.3% | +135.9% |
| All | +190.2% | +1,000.2% | -810.1% | +172.0% |
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