-47.8%
CLF vs THC
+250.3%
-298.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +7.6% | -0.7% | +8.2% | +7.7% |
| 30D | -1.2% | +1.3% | -2.5% | -1.7% |
| 3M | -13.4% | +64.2% | -77.6% | -24.8% |
| 6M | +15.4% | +8.3% | +7.1% | +11.8% |
| YTD | -5.9% | +33.4% | -39.3% | -14.2% |
| 1Y | +18.8% | +37.7% | -18.9% | +6.9% |
| 3Y | -19.4% | +236.8% | -256.2% | -45.5% |
| All | -47.8% | +250.3% | -298.1% | -65.3% |
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