-29.9%
COMP vs THC
+250.3%
-280.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | +1.4% | -0.7% | +2.0% | +1.7% |
| 30D | -13.3% | +1.3% | -14.6% | -14.1% |
| 3M | +41.1% | +64.2% | -23.1% | +8.9% |
| 6M | +17.2% | +8.3% | +8.9% | +10.9% |
| YTD | +5.2% | +33.4% | -28.2% | -13.1% |
| 1Y | +18.9% | +37.7% | -18.7% | -4.3% |
| 3Y | +215.9% | +236.8% | -20.9% | +29.3% |
| All | -29.9% | +250.3% | -280.2% | -74.8% |
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