+411.5%
CAH vs THC
+1,813.2%
-1,401.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +3.5% | +1.0% | +2.5% | +3.3% |
| 30D | +13.5% | +5.3% | +8.2% | +12.6% |
| 3M | +21.8% | +7.1% | +14.7% | +20.5% |
| 6M | +51.5% | +46.0% | +5.5% | +42.6% |
| YTD | +38.1% | +43.9% | -5.9% | +29.7% |
| 1Y | +37.7% | +45.4% | -7.7% | +29.0% |
| 3Y | +179.6% | +421.3% | -241.7% | +111.8% |
| 5Y | +504.9% | +261.5% | +243.5% | +368.7% |
| All | +411.5% | +1,813.2% | -1,401.7% | +185.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling