+15.9%
D vs THC
+43.7%
-27.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.4% | +1.0% | -2.3% | -1.4% |
| 30D | +7.7% | +5.3% | +2.4% | +7.6% |
| 3M | -0.3% | +7.1% | -7.4% | -0.4% |
| 6M | +10.1% | +46.0% | -36.0% | +10.3% |
| YTD | +19.1% | +43.9% | -24.9% | +19.1% |
| 1Y | +15.9% | +45.4% | -29.5% | +15.9% |
| All | +15.9% | +43.7% | -27.8% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling