+68.0%
CNH vs THC
+563.5%
-495.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.5% | +3.9% |
| 7D | +23.3% | -0.7% | +23.9% | +23.4% |
| 30D | +33.5% | +1.3% | +32.2% | +33.1% |
| 3M | +32.7% | +64.2% | -31.5% | +18.6% |
| 6M | +22.2% | +8.3% | +13.9% | +19.1% |
| YTD | +57.7% | +33.4% | +24.3% | +46.4% |
| 1Y | +28.0% | +37.7% | -9.7% | +17.6% |
| 3Y | +11.5% | +236.8% | -225.3% | -18.3% |
| 5Y | +11.9% | +249.3% | -237.4% | -21.8% |
| 10Y | +162.8% | +995.2% | -832.5% | +30.8% |
| All | +68.0% | +563.5% | -495.5% | -8.0% |
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