-1.8%
CARR vs THC
+46.1%
-47.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.6% | -9.1% | +0.4% |
| 7D | -0.7% | +8.8% | -9.5% | -0.8% |
| 30D | +0.3% | +12.6% | -12.3% | 0.0% |
| 3M | -14.9% | +15.4% | -30.3% | -15.2% |
| 6M | -14.9% | +57.7% | -72.5% | -16.9% |
| YTD | +7.0% | +47.1% | -40.1% | +5.2% |
| 1Y | -1.8% | +40.7% | -42.4% | -3.2% |
| All | -1.8% | +46.1% | -47.9% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling