+324.2%
CSCO vs THC
+1,758.3%
-1,434.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.7% | +8.8% | -13.5% | -5.7% |
| 30D | -17.1% | +10.0% | -27.1% | -18.2% |
| 3M | -19.6% | +11.7% | -31.3% | -20.9% |
| 6M | +2.4% | +52.5% | -50.1% | -3.8% |
| YTD | +29.8% | +46.1% | -16.3% | +22.0% |
| 1Y | +38.7% | +49.1% | -10.4% | +29.8% |
| 3Y | +101.3% | +439.6% | -338.3% | +54.3% |
| 5Y | +94.8% | +263.2% | -168.3% | +53.3% |
| 10Y | +324.2% | +1,900.5% | -1,576.3% | +167.7% |
| All | +324.2% | +1,758.3% | -1,434.1% | +167.7% |
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