+1,438.7%
CIEN vs THC
+952.2%
+486.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +6.7% |
| 7D | -5.3% | -2.6% | -2.7% | -5.0% |
| 30D | -17.2% | -1.2% | -16.1% | -17.2% |
| 3M | -26.9% | +58.9% | -85.8% | -32.7% |
| 6M | +16.0% | +9.3% | +6.7% | +13.2% |
| YTD | +45.9% | +30.4% | +15.6% | +37.7% |
| 1Y | +186.8% | +34.6% | +152.2% | +168.7% |
| 3Y | +607.8% | +246.7% | +361.1% | +461.9% |
| 5Y | +506.7% | +244.5% | +262.2% | +368.4% |
| 10Y | +1,438.7% | +950.1% | +488.6% | +826.0% |
| All | +1,438.7% | +952.2% | +486.5% | +826.0% |
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 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