+105.8%
DAL vs THC
+250.3%
-144.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -13.9% | +1.3% | -15.2% | -14.3% |
| 3M | +1.1% | +64.2% | -63.2% | -13.0% |
| 6M | +26.2% | +8.3% | +18.0% | +22.0% |
| YTD | +16.4% | +33.4% | -17.0% | +5.2% |
| 1Y | +33.9% | +37.7% | -3.8% | +19.0% |
| 3Y | +93.4% | +236.8% | -143.4% | +24.9% |
| All | +105.8% | +250.3% | -144.5% | +30.2% |
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