+436.5%
CARR vs THC
+2,287.6%
-1,851.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | +3.2% | -2.6% | +5.8% | +3.7% |
| 30D | -7.7% | -1.2% | -6.5% | -7.5% |
| 3M | -11.9% | +58.9% | -70.8% | -20.0% |
| 6M | +2.0% | +9.3% | -7.3% | -0.7% |
| YTD | +13.2% | +30.4% | -17.2% | +6.0% |
| 1Y | -8.5% | +34.6% | -43.1% | -15.2% |
| 3Y | +5.0% | +246.7% | -241.7% | -21.0% |
| 5Y | +12.0% | +244.5% | -232.6% | -18.6% |
| All | +436.5% | +2,287.6% | -1,851.2% | +246.0% |
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