+16,954.0%
CAH vs THC
+563.9%
+16,390.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.7% |
| 7D | +7.8% | +7.5% | +0.4% | +6.7% |
| 30D | +15.5% | +9.6% | +5.9% | +14.0% |
| 3M | +16.3% | +10.3% | +6.0% | +14.6% |
| 6M | +50.0% | +51.8% | -1.8% | +40.7% |
| YTD | +34.7% | +45.4% | -10.7% | +26.7% |
| 1Y | +35.9% | +40.8% | -4.9% | +28.2% |
| 3Y | +178.5% | +448.8% | -270.3% | +112.6% |
| 5Y | +515.7% | +263.4% | +252.3% | +382.0% |
| 10Y | +421.5% | +1,800.1% | -1,378.6% | +190.2% |
| All | +16,954.0% | +563.9% | +16,390.1% | +7,536.7% |
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