+219.8%
C vs THC
+428.0%
-208.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.2% |
| 7D | -0.9% | +7.5% | -8.4% | -2.0% |
| 30D | -5.4% | +9.6% | -15.0% | -6.7% |
| 3M | -9.2% | +10.3% | -19.4% | -10.6% |
| 6M | -1.8% | +51.8% | -53.6% | -8.2% |
| YTD | +6.7% | +45.4% | -38.7% | -0.1% |
| 1Y | +23.5% | +40.8% | -17.3% | +16.1% |
| 3Y | +219.8% | +448.8% | -229.0% | +124.4% |
| All | +219.8% | +428.0% | -208.2% | +124.4% |
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