+1,206.6%
CIEN vs THC
+1,818.8%
-612.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +27.4% | +0.1% | +27.2% | +27.4% |
| 30D | -26.6% | +7.5% | -34.1% | -27.5% |
| 3M | -32.0% | +7.5% | -39.5% | -33.0% |
| 6M | -49.1% | +46.4% | -95.5% | -52.7% |
| YTD | +25.7% | +44.4% | -18.6% | +16.3% |
| 1Y | +40.3% | +43.4% | -3.1% | +30.1% |
| 3Y | +566.2% | +433.3% | +132.9% | +391.3% |
| 5Y | +378.7% | +262.5% | +116.2% | +263.5% |
| All | +1,206.6% | +1,818.8% | -612.2% | +647.1% |
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 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