+7.8%
D vs THC
+250.3%
-242.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.5% | -0.7% | +2.1% | +1.5% |
| 30D | -2.6% | +1.3% | -3.8% | -2.7% |
| 3M | 0.0% | +64.2% | -64.2% | -5.1% |
| 6M | +7.4% | +8.3% | -0.9% | +6.2% |
| YTD | +15.9% | +33.4% | -17.5% | +11.8% |
| 1Y | +18.1% | +37.7% | -19.6% | +13.3% |
| 3Y | +58.4% | +236.8% | -178.4% | +33.5% |
| All | +7.8% | +250.3% | -242.6% | -13.5% |
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