+515.7%
CAH vs THC
+262.3%
+253.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.7% |
| 7D | +7.8% | +7.5% | +0.4% | +7.0% |
| 30D | +15.5% | +9.6% | +5.9% | +14.3% |
| 3M | +16.3% | +10.3% | +6.0% | +15.0% |
| 6M | +50.0% | +51.8% | -1.8% | +42.9% |
| YTD | +34.7% | +45.4% | -10.7% | +28.5% |
| 1Y | +35.9% | +40.8% | -4.9% | +30.0% |
| 3Y | +178.5% | +448.8% | -270.3% | +128.0% |
| 5Y | +515.7% | +263.4% | +252.3% | +437.3% |
| All | +515.7% | +262.3% | +253.4% | +437.3% |
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 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