+80.4%
CLF vs THC
+1,818.8%
-1,738.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | +16.0% | +0.1% | +15.8% | +16.0% |
| 30D | +1.6% | +7.5% | -5.8% | -1.3% |
| 3M | +6.7% | +7.5% | -0.8% | +3.3% |
| 6M | +21.1% | +46.4% | -25.3% | +4.9% |
| YTD | -1.6% | +44.4% | -45.9% | -15.0% |
| 1Y | +18.5% | +43.4% | -24.9% | +2.4% |
| 3Y | -21.0% | +433.3% | -454.3% | -58.2% |
| 5Y | -41.4% | +262.5% | -303.9% | -66.6% |
| All | +80.4% | +1,818.8% | -1,738.4% | -38.8% |
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