+2,408.8%
D vs THC
+558.0%
+1,850.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +6.9% | +5.9% | +1.1% | +6.5% |
| 30D | +12.3% | +10.8% | +1.5% | +11.5% |
| 3M | +3.0% | +9.4% | -6.4% | +2.3% |
| 6M | +12.8% | +53.3% | -40.5% | +9.2% |
| YTD | +22.6% | +44.2% | -21.6% | +18.9% |
| 1Y | +21.7% | +37.3% | -15.7% | +18.3% |
| 3Y | +83.9% | +421.6% | -337.7% | +61.6% |
| 5Y | +14.0% | +279.8% | -265.9% | +0.7% |
| 10Y | +45.6% | +1,513.9% | -1,468.3% | +10.2% |
| All | +2,408.8% | +558.0% | +1,850.8% | +1,579.6% |
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