+218.3%
C vs THC
+1,879.5%
-1,661.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -0.4% | +0.2% | -0.7% | -0.5% |
| 30D | -5.3% | +9.0% | -14.3% | -7.4% |
| 3M | -8.0% | +12.9% | -20.9% | -10.9% |
| 6M | -0.3% | +52.8% | -53.1% | -11.1% |
| YTD | +8.6% | +47.4% | -38.8% | -3.2% |
| 1Y | +25.8% | +47.7% | -21.9% | +11.7% |
| 3Y | +221.2% | +444.7% | -223.5% | +96.5% |
| 5Y | +113.6% | +269.3% | -155.7% | +36.7% |
| 10Y | +218.3% | +1,913.5% | -1,695.2% | +22.1% |
| All | +218.3% | +1,879.5% | -1,661.2% | +22.1% |
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