+47.4%
DAL vs THC
+38.7%
+8.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.4% | -4.0% |
| 7D | +4.6% | +5.9% | -1.3% | +3.4% |
| 30D | +2.3% | +10.8% | -8.5% | +0.4% |
| 3M | -8.1% | +9.4% | -17.5% | -9.7% |
| 6M | +21.4% | +53.3% | -31.8% | +11.3% |
| YTD | +24.3% | +44.2% | -19.8% | +16.3% |
| 1Y | +47.4% | +37.3% | +10.1% | +39.7% |
| All | +47.4% | +38.7% | +8.6% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling