-51.4%
CLF vs THC
+274.4%
-325.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | -19.6% | +3.7% | -23.3% | -20.6% |
| 30D | -5.0% | +9.0% | -14.0% | -7.6% |
| 3M | -6.3% | +10.4% | -16.7% | -9.5% |
| 6M | +2.8% | +45.7% | -42.9% | -8.8% |
| YTD | -13.7% | +42.6% | -56.3% | -23.4% |
| 1Y | +13.6% | +38.8% | -25.2% | +1.5% |
| 3Y | -34.0% | +418.8% | -452.8% | -61.5% |
| All | -51.4% | +274.4% | -325.8% | -69.0% |
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