+2,271.9%
D vs THC
+508.9%
+1,763.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | -3.6% | +1.3% | -4.8% | -3.7% |
| 3M | -1.0% | +64.2% | -65.2% | -4.5% |
| 6M | +6.3% | +8.3% | -2.0% | +5.3% |
| YTD | +14.7% | +33.4% | -18.7% | +11.9% |
| 1Y | +16.9% | +37.7% | -20.7% | +13.7% |
| 3Y | +56.8% | +236.8% | -180.0% | +41.9% |
| 5Y | +5.2% | +249.3% | -244.1% | -6.5% |
| 10Y | +35.9% | +995.2% | -959.4% | +5.5% |
| All | +2,271.9% | +508.9% | +1,763.0% | +1,497.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling