+48.9%
CIEN vs THC
+46.1%
+2.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +9.6% | -18.9% | -8.1% |
| 7D | -25.0% | +8.8% | -33.9% | -24.1% |
| 30D | -30.1% | +12.6% | -42.8% | -29.1% |
| 3M | -33.8% | +15.4% | -49.1% | -32.6% |
| 6M | -49.4% | +57.7% | -107.1% | -48.5% |
| YTD | +16.4% | +47.1% | -30.7% | +18.4% |
| 1Y | +48.9% | +40.7% | +8.2% | +54.2% |
| All | +48.9% | +46.1% | +2.7% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling