-49.6%
CLF vs THC
+287.8%
-337.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.0% | -10.2% | -11.7% |
| 7D | -21.0% | +5.9% | -26.8% | -22.4% |
| 30D | -8.0% | +10.8% | -18.8% | -10.9% |
| 3M | -10.9% | +9.4% | -20.4% | -13.7% |
| 6M | +5.8% | +53.3% | -47.4% | -7.4% |
| YTD | -15.1% | +44.2% | -59.3% | -24.9% |
| 1Y | +7.2% | +37.3% | -30.1% | -3.9% |
| 3Y | -34.2% | +421.6% | -455.8% | -61.6% |
| 5Y | -49.6% | +279.8% | -329.4% | -67.9% |
| All | -49.6% | +287.8% | -337.4% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling