-25.6%
COMP vs THC
+287.8%
-313.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.0% | -6.2% | -7.2% |
| 7D | -1.8% | +5.9% | -7.7% | -4.5% |
| 30D | -0.8% | +10.8% | -11.6% | -5.7% |
| 3M | -28.1% | +9.4% | -37.6% | -31.5% |
| 6M | +27.0% | +53.3% | -26.3% | +0.6% |
| YTD | -12.8% | +44.2% | -56.9% | -31.0% |
| 1Y | +4.9% | +37.3% | -32.4% | -15.0% |
| 3Y | +321.0% | +421.6% | -100.6% | +25.2% |
| 5Y | -25.6% | +279.8% | -305.4% | -75.0% |
| All | -25.6% | +287.8% | -313.4% | -75.0% |
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 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