+394.0%
CARR vs THC
+2,536.2%
-2,142.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +3.5% | +1.0% | +2.5% | +3.3% |
| 30D | +0.4% | +5.3% | -5.0% | -0.7% |
| 3M | -14.1% | +7.1% | -21.2% | -15.3% |
| 6M | -16.7% | +46.0% | -62.7% | -23.3% |
| YTD | +4.2% | +43.9% | -39.7% | -4.3% |
| 1Y | -0.2% | +45.4% | -45.6% | -8.7% |
| 3Y | +10.9% | +421.3% | -410.4% | -22.7% |
| 5Y | +3.9% | +261.5% | -257.6% | -25.3% |
| All | +394.0% | +2,536.2% | -2,142.2% | +212.3% |
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 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