+206.6%
C vs THC
+418.9%
-212.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.0% | -3.1% | -4.8% |
| 7D | -5.3% | +5.9% | -11.2% | -6.1% |
| 30D | -7.3% | +10.8% | -18.2% | -8.8% |
| 3M | -13.5% | +9.4% | -22.9% | -14.7% |
| 6M | -6.5% | +53.3% | -59.7% | -12.7% |
| YTD | +3.6% | +44.2% | -40.5% | -2.9% |
| 1Y | +18.9% | +37.3% | -18.4% | +12.2% |
| All | +206.6% | +418.9% | -212.4% | +112.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling