+208.8%
C vs THC
+1,758.3%
-1,549.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.4% | +8.8% | -9.2% | -2.4% |
| 30D | -5.2% | +10.0% | -15.2% | -7.5% |
| 3M | -9.1% | +11.7% | -20.8% | -11.7% |
| 6M | -1.6% | +52.5% | -54.0% | -12.2% |
| YTD | +6.9% | +46.1% | -39.1% | -4.5% |
| 1Y | +23.0% | +49.1% | -26.1% | +8.9% |
| 3Y | +216.1% | +439.6% | -223.5% | +93.8% |
| 5Y | +112.2% | +263.2% | -150.9% | +36.4% |
| 10Y | +208.8% | +1,900.5% | -1,691.7% | +18.6% |
| All | +208.8% | +1,758.3% | -1,549.5% | +18.6% |
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