-1.4%
CMS vs THC
+35.6%
-37.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.1% |
| 7D | -1.3% | +3.7% | -5.0% | -1.5% |
| 30D | +6.3% | +9.0% | -2.7% | +5.8% |
| 3M | -2.1% | +10.4% | -12.5% | -2.7% |
| 6M | -5.1% | +45.7% | -50.8% | -7.2% |
| YTD | +1.3% | +42.6% | -41.3% | -1.0% |
| 1Y | -1.4% | +38.8% | -40.2% | -3.5% |
| All | -1.4% | +35.6% | -37.0% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling