+110.1%
CIEN vs THC
+322.9%
-212.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -9.3% | +8.8% | -18.2% | -11.0% |
| 30D | -39.5% | +10.0% | -49.5% | -40.8% |
| 3M | -29.8% | +11.7% | -41.5% | -31.7% |
| 6M | -50.4% | +52.5% | -102.8% | -55.2% |
| YTD | +16.3% | +46.1% | -29.7% | +5.1% |
| 1Y | +30.4% | +49.1% | -18.7% | +17.4% |
| 3Y | +516.6% | +439.6% | +77.0% | +318.4% |
| 5Y | +349.8% | +263.2% | +86.6% | +217.8% |
| 10Y | +1,184.7% | +1,900.5% | -715.8% | +426.3% |
| All | +110.1% | +322.9% | -212.8% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling