+124.0%
CNH vs THC
+1,325.8%
-1,201.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.0% | +8.9% | +10.4% |
| 7D | +8.6% | +7.5% | +1.1% | +6.7% |
| 30D | +12.6% | +9.6% | +3.0% | +10.2% |
| 3M | +17.5% | +10.3% | +7.3% | +14.8% |
| 6M | +18.1% | +51.8% | -33.7% | +6.4% |
| YTD | +40.4% | +45.4% | -5.0% | +27.1% |
| 1Y | +34.0% | +40.8% | -6.8% | +21.9% |
| 3Y | +35.3% | +448.8% | -413.5% | -13.0% |
| 5Y | -5.1% | +263.4% | -268.5% | -35.7% |
| 10Y | +124.0% | +1,800.1% | -1,676.0% | +8.3% |
| All | +124.0% | +1,325.8% | -1,201.7% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling