+414.1%
CARR vs THC
+2,328.2%
-1,914.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | -4.1% | 0.0% | -4.1% | -4.2% |
| 30D | -11.0% | +1.5% | -12.5% | -11.3% |
| 3M | -16.4% | +59.9% | -76.3% | -24.2% |
| 6M | -2.4% | +11.0% | -13.3% | -5.2% |
| YTD | +8.4% | +32.6% | -24.2% | +1.2% |
| 1Y | -8.0% | +37.4% | -45.4% | -15.0% |
| 3Y | +0.6% | +252.5% | -252.0% | -24.6% |
| 5Y | +7.7% | +262.3% | -254.6% | -22.3% |
| All | +414.1% | +2,328.2% | -1,914.1% | +230.4% |
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