+381.8%
DAL vs THC
+867.8%
-485.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.4% | -3.8% |
| 7D | +4.6% | +5.9% | -1.3% | +3.0% |
| 30D | +2.3% | +10.8% | -8.5% | -0.6% |
| 3M | -8.1% | +9.4% | -17.5% | -10.5% |
| 6M | +21.4% | +53.3% | -31.8% | +7.0% |
| YTD | +24.3% | +44.2% | -19.8% | +10.3% |
| 1Y | +47.4% | +37.3% | +10.1% | +32.2% |
| 3Y | +164.6% | +421.6% | -257.0% | +59.5% |
| 5Y | +100.2% | +279.8% | -179.6% | +25.6% |
| 10Y | +124.9% | +1,513.9% | -1,389.0% | -20.0% |
| All | +381.8% | +867.8% | -485.9% | +37.5% |
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 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