-44.8%
COMP vs THC
+409.1%
-453.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.0% |
| 3M | +41.1% | +64.2% | -23.1% | +9.9% |
| 6M | +17.2% | +8.3% | +8.9% | +11.1% |
| YTD | +5.2% | +33.4% | -28.2% | -12.4% |
| 1Y | +18.9% | +37.7% | -18.7% | -3.5% |
| 3Y | +215.9% | +236.8% | -20.9% | +35.8% |
| 5Y | -31.2% | +249.3% | -280.4% | -73.5% |
| All | -44.8% | +409.1% | -453.9% | -82.6% |
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 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