-49.3%
COMP vs THC
+444.2%
-493.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.1% | +11.8% | +11.2% |
| 7D | +13.4% | +3.7% | +9.8% | +11.5% |
| 30D | +11.1% | +9.0% | +2.1% | +6.6% |
| 3M | -18.8% | +10.4% | -29.2% | -22.8% |
| 6M | +10.5% | +45.7% | -35.2% | -9.5% |
| YTD | -3.4% | +42.6% | -46.0% | -22.2% |
| 1Y | +19.7% | +38.8% | -19.1% | -2.6% |
| 3Y | +381.6% | +418.8% | -37.2% | +59.4% |
| 5Y | -17.6% | +275.7% | -293.3% | -69.4% |
| All | -49.3% | +444.2% | -493.6% | -84.6% |
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 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