+395.6%
CARR vs THC
+2,543.9%
-2,148.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +2.2% | +0.1% | +2.0% | +2.2% |
| 30D | -0.8% | +7.5% | -8.3% | -2.2% |
| 3M | -13.4% | +7.5% | -21.0% | -14.8% |
| 6M | -16.4% | +46.4% | -62.9% | -23.1% |
| YTD | +4.5% | +44.4% | -39.8% | -4.1% |
| 1Y | -1.4% | +43.4% | -44.8% | -9.5% |
| 3Y | +10.0% | +433.3% | -423.3% | -23.7% |
| 5Y | +4.2% | +262.5% | -258.3% | -25.1% |
| All | +395.6% | +2,543.9% | -2,148.3% | +213.1% |
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