+13.5%
D vs THC
+267.4%
-253.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | -2.4% | +0.2% | -2.7% | -2.5% |
| 30D | +9.0% | +9.0% | 0.0% | +8.0% |
| 3M | +1.0% | +12.9% | -12.0% | -0.3% |
| 6M | +11.0% | +52.8% | -41.9% | +6.0% |
| YTD | +19.8% | +47.4% | -27.7% | +14.4% |
| 1Y | +16.0% | +47.7% | -31.8% | +10.6% |
| 3Y | +74.4% | +444.7% | -370.3% | +39.6% |
| 5Y | +13.5% | +269.3% | -255.7% | -7.2% |
| All | +13.5% | +267.4% | -253.8% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling