+52.7%
CI vs THC
+266.8%
-214.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.5% |
| 7D | +2.6% | +8.8% | -6.2% | +1.5% |
| 30D | +7.3% | +10.0% | -2.7% | +6.1% |
| 3M | +9.5% | +11.7% | -2.2% | +8.0% |
| 6M | +6.4% | +52.5% | -46.0% | +0.9% |
| YTD | +12.0% | +46.1% | -34.1% | +6.4% |
| 1Y | +20.1% | +49.1% | -29.0% | +13.7% |
| 3Y | +9.6% | +439.6% | -430.1% | -12.2% |
| 5Y | +52.7% | +263.2% | -210.4% | +30.2% |
| All | +52.7% | +266.8% | -214.1% | +30.2% |
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