+150.9%
CI vs THC
+1,879.5%
-1,728.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +6.4% | +9.0% | -2.6% | +4.8% |
| 3M | +10.7% | +12.9% | -2.2% | +8.3% |
| 6M | +5.5% | +52.8% | -47.4% | -2.6% |
| YTD | +11.4% | +47.4% | -36.0% | +3.0% |
| 1Y | +15.0% | +47.7% | -32.7% | +6.1% |
| 3Y | +9.0% | +444.7% | -435.7% | -22.7% |
| 5Y | +52.0% | +269.3% | -217.3% | +11.1% |
| 10Y | +150.9% | +1,913.5% | -1,762.6% | +24.3% |
| All | +150.9% | +1,879.5% | -1,728.6% | +24.3% |
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