+220.1%
C vs THC
+1,325.8%
-1,105.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.0% |
| 7D | -0.9% | +7.5% | -8.4% | -2.7% |
| 30D | -5.4% | +9.6% | -15.0% | -7.6% |
| 3M | -9.2% | +10.3% | -19.4% | -11.5% |
| 6M | -1.8% | +51.8% | -53.6% | -12.3% |
| YTD | +6.7% | +45.4% | -38.7% | -4.6% |
| 1Y | +23.5% | +40.8% | -17.3% | +11.0% |
| 3Y | +219.8% | +448.8% | -229.0% | +95.5% |
| 5Y | +112.4% | +263.4% | -151.0% | +36.7% |
| 10Y | +220.1% | +1,800.1% | -1,580.0% | +26.9% |
| All | +220.1% | +1,325.8% | -1,105.7% | +26.9% |
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