+4.2%
CARR vs THC
+258.8%
-254.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | +2.2% | +0.1% | +2.0% | +2.2% |
| 30D | -0.8% | +7.5% | -8.3% | -2.4% |
| 3M | -13.4% | +7.5% | -21.0% | -15.0% |
| 6M | -16.4% | +46.4% | -62.9% | -24.3% |
| YTD | +4.5% | +44.4% | -39.8% | -5.7% |
| 1Y | -1.4% | +43.4% | -44.8% | -11.1% |
| 3Y | +10.0% | +433.3% | -423.3% | -32.5% |
| 5Y | +4.2% | +262.5% | -258.3% | -32.2% |
| All | +4.2% | +258.8% | -254.6% | -32.2% |
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 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