+367.0%
CSCO vs THC
+976.6%
-609.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -10.1% | +1.3% | -11.4% | -10.3% |
| 3M | -15.7% | +64.2% | -79.9% | -21.2% |
| 6M | +36.3% | +8.3% | +28.0% | +34.1% |
| YTD | +43.8% | +33.4% | +10.5% | +37.2% |
| 1Y | +63.9% | +37.7% | +26.3% | +55.2% |
| 3Y | +104.4% | +236.8% | -132.4% | +68.2% |
| 5Y | +111.4% | +249.3% | -137.9% | +68.4% |
| All | +367.0% | +976.6% | -609.6% | +206.4% |
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