+43.8%
D vs THC
+1,325.8%
-1,282.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | +0.8% | +7.5% | -6.7% | +0.2% |
| 30D | +10.7% | +9.6% | +1.1% | +10.0% |
| 3M | +2.3% | +10.3% | -8.0% | +1.5% |
| 6M | +12.5% | +51.8% | -39.3% | +8.8% |
| YTD | +20.1% | +45.4% | -25.3% | +16.2% |
| 1Y | +15.6% | +40.8% | -25.2% | +12.0% |
| 3Y | +75.2% | +448.8% | -373.6% | +51.9% |
| 5Y | +14.6% | +263.4% | -248.8% | +0.4% |
| 10Y | +43.8% | +1,800.1% | -1,756.3% | +17.0% |
| All | +43.8% | +1,325.8% | -1,282.0% | +17.0% |
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 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