+208.6%
B vs THC
+1,758.3%
-1,549.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.1% |
| 7D | +7.1% | +8.8% | -1.7% | +6.7% |
| 30D | -3.3% | +10.0% | -13.4% | -3.8% |
| 3M | -2.5% | +11.7% | -14.2% | -3.1% |
| 6M | -7.2% | +52.5% | -59.7% | -9.2% |
| YTD | -7.4% | +46.1% | -53.4% | -9.3% |
| 1Y | +16.4% | +49.1% | -32.7% | +13.9% |
| 3Y | +178.7% | +439.6% | -260.9% | +159.1% |
| 5Y | +121.7% | +263.2% | -141.5% | +106.1% |
| 10Y | +208.6% | +1,900.5% | -1,691.9% | +181.5% |
| All | +208.6% | +1,758.3% | -1,549.7% | +181.5% |
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 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