+696.9%
CLF vs THC
+508.9%
+188.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.1% |
| 6M | +15.4% | +8.3% | +7.1% | +12.1% |
| YTD | -5.9% | +33.4% | -39.3% | -13.7% |
| 1Y | +18.8% | +37.7% | -18.9% | +7.7% |
| 3Y | -19.4% | +236.8% | -256.2% | -43.8% |
| 5Y | -47.7% | +249.3% | -297.0% | -65.4% |
| 10Y | +130.4% | +995.2% | -864.9% | +0.3% |
| All | +696.9% | +508.9% | +188.0% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling