+113.6%
C vs THC
+258.4%
-144.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +4.2% | +1.0% | +3.2% | +4.0% |
| 30D | +2.0% | +5.3% | -3.3% | +0.9% |
| 3M | -10.1% | +7.1% | -17.2% | -11.4% |
| 6M | +1.0% | +46.0% | -45.1% | -6.6% |
| YTD | +8.5% | +43.9% | -35.5% | -0.1% |
| 1Y | +25.7% | +45.4% | -19.7% | +15.3% |
| 3Y | +216.0% | +421.3% | -205.3% | +113.6% |
| All | +113.6% | +258.4% | -144.8% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling