+410.6%
CAH vs THC
+1,861.3%
-1,450.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +9.4% | +8.8% | +0.6% | +8.1% |
| 30D | +16.5% | +10.0% | +6.5% | +14.9% |
| 3M | +17.0% | +11.7% | +5.3% | +14.9% |
| 6M | +51.4% | +52.5% | -1.1% | +41.6% |
| YTD | +36.0% | +46.1% | -10.1% | +27.4% |
| 1Y | +36.0% | +49.1% | -13.1% | +26.9% |
| 3Y | +177.5% | +439.6% | -262.1% | +109.3% |
| 5Y | +509.2% | +263.2% | +246.0% | +372.0% |
| All | +410.6% | +1,861.3% | -1,450.7% | +182.2% |
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