+42.9%
CVS vs THC
+961.7%
-918.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -1.6% | -2.6% | +1.0% | -1.3% |
| 30D | +0.4% | -1.2% | +1.6% | +0.5% |
| 3M | -0.4% | +58.9% | -59.4% | -5.4% |
| 6M | +25.1% | +9.3% | +15.8% | +23.4% |
| YTD | +23.9% | +30.4% | -6.5% | +19.8% |
| 1Y | +41.1% | +34.6% | +6.5% | +35.8% |
| 3Y | +63.6% | +246.7% | -183.0% | +39.7% |
| 5Y | +31.5% | +244.5% | -213.0% | +9.7% |
| All | +42.9% | +961.7% | -918.8% | +1.4% |
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