+16.0%
D vs THC
+49.8%
-33.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | -2.4% | +0.2% | -2.7% | -2.4% |
| 30D | +9.0% | +9.0% | 0.0% | +8.8% |
| 3M | +1.0% | +12.9% | -12.0% | +0.8% |
| 6M | +11.0% | +52.8% | -41.9% | +11.1% |
| YTD | +19.8% | +47.4% | -27.7% | +19.7% |
| 1Y | +16.0% | +47.7% | -31.8% | +15.9% |
| All | +16.0% | +49.8% | -33.9% | +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