-17.0%
COMP vs THC
+266.8%
-283.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.4% | -7.9% | -7.6% |
| 7D | +7.2% | +8.8% | -1.7% | +2.9% |
| 30D | +6.4% | +10.0% | -3.7% | +1.4% |
| 3M | -19.4% | +11.7% | -31.1% | -24.0% |
| 6M | +14.6% | +52.5% | -37.9% | -9.4% |
| YTD | -5.5% | +46.1% | -51.6% | -25.8% |
| 1Y | +13.7% | +49.1% | -35.4% | -12.0% |
| 3Y | +409.7% | +439.6% | -29.9% | +47.3% |
| 5Y | -17.0% | +263.2% | -280.2% | -70.8% |
| All | -17.0% | +266.8% | -283.9% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling