+992.7%
C vs THC
+558.0%
+434.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.0% | -3.1% | -4.6% |
| 7D | -5.3% | +5.9% | -11.2% | -6.7% |
| 30D | -7.3% | +10.8% | -18.2% | -9.8% |
| 3M | -13.5% | +9.4% | -22.9% | -15.6% |
| 6M | -6.5% | +53.3% | -59.7% | -16.8% |
| YTD | +3.6% | +44.2% | -40.5% | -7.3% |
| 1Y | +18.9% | +37.3% | -18.4% | +7.3% |
| 3Y | +205.0% | +421.6% | -216.6% | +90.8% |
| 5Y | +109.4% | +279.8% | -170.5% | +34.3% |
| 10Y | +232.9% | +1,513.9% | -1,280.9% | +23.6% |
| All | +992.7% | +558.0% | +434.7% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling