+1,163.5%
C vs THC
+508.9%
+654.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +3.6% | -0.7% | +4.3% | +3.8% |
| 30D | +0.1% | +1.3% | -1.2% | -0.3% |
| 3M | +2.4% | +64.2% | -61.8% | -10.1% |
| 6M | +24.9% | +8.3% | +16.7% | +21.0% |
| YTD | +19.8% | +33.4% | -13.6% | +9.4% |
| 1Y | +44.9% | +37.7% | +7.2% | +30.6% |
| 3Y | +263.0% | +236.8% | +26.2% | +152.8% |
| 5Y | +129.5% | +249.3% | -119.7% | +50.1% |
| 10Y | +291.6% | +995.2% | -703.6% | +59.6% |
| All | +1,163.5% | +508.9% | +654.7% | +234.3% |
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