+15.2%
D vs THC
+274.4%
-259.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | +3.0% | +3.7% | -0.7% | +2.6% |
| 30D | +11.5% | +9.0% | +2.4% | +10.5% |
| 3M | +3.7% | +10.4% | -6.7% | +2.6% |
| 6M | +13.5% | +45.7% | -32.1% | +9.0% |
| YTD | +20.7% | +42.6% | -21.9% | +15.7% |
| 1Y | +18.2% | +38.8% | -20.5% | +13.5% |
| 3Y | +73.3% | +418.8% | -345.5% | +39.6% |
| All | +15.2% | +274.4% | -259.2% | -7.0% |
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 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