+223.5%
C vs THC
+1,421.6%
-1,198.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -2.4% | +3.7% | -6.1% | -3.3% |
| 30D | -6.0% | +9.0% | -15.0% | -8.0% |
| 3M | -10.5% | +10.4% | -20.9% | -12.8% |
| 6M | -5.7% | +45.7% | -51.4% | -14.7% |
| YTD | +4.1% | +42.6% | -38.4% | -6.2% |
| 1Y | +20.5% | +38.8% | -18.3% | +9.0% |
| 3Y | +208.1% | +418.8% | -210.7% | +94.2% |
| 5Y | +110.4% | +275.7% | -165.2% | +36.2% |
| All | +223.5% | +1,421.6% | -1,198.1% | +40.0% |
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