+23.1%
C vs THC
+44.8%
-21.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | +0.2% | +7.5% | -7.3% | -0.4% |
| 3M | -9.3% | +7.5% | -16.9% | -9.9% |
| 6M | -0.8% | +46.4% | -47.3% | -3.3% |
| YTD | +8.5% | +44.4% | -35.8% | +6.4% |
| 1Y | +23.1% | +43.4% | -20.3% | +20.6% |
| All | +23.1% | +44.8% | -21.7% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling