+630.6%
CLF vs THC
+550.9%
+79.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 3M | -6.3% | +10.4% | -16.7% | -9.3% |
| 6M | +2.8% | +45.7% | -42.9% | -8.1% |
| YTD | -13.7% | +42.6% | -56.3% | -22.7% |
| 1Y | +13.6% | +38.8% | -25.2% | +2.3% |
| 3Y | -34.0% | +418.8% | -452.8% | -58.9% |
| 5Y | -48.7% | +275.7% | -324.4% | -66.8% |
| 10Y | +113.4% | +1,496.2% | -1,382.8% | -15.2% |
| All | +630.6% | +550.9% | +79.7% | +128.1% |
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