+76.3%
CL vs THC
+1,325.8%
-1,249.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.3% |
| 7D | +0.5% | +7.5% | -7.0% | +0.1% |
| 30D | +11.6% | +9.6% | +2.0% | +11.0% |
| 3M | +5.6% | +10.3% | -4.6% | +4.9% |
| 6M | +13.2% | +51.8% | -38.7% | +10.2% |
| YTD | +26.9% | +45.4% | -18.5% | +23.7% |
| 1Y | +27.3% | +40.8% | -13.5% | +24.3% |
| 3Y | +39.7% | +448.8% | -409.1% | +25.3% |
| 5Y | +41.3% | +263.4% | -222.1% | +27.8% |
| 10Y | +76.3% | +1,800.1% | -1,723.8% | +46.8% |
| All | +76.3% | +1,325.8% | -1,249.5% | +46.8% |
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