+762.6%
DE vs THC
+1,818.8%
-1,056.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.5% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +4.4% | +7.5% | -3.0% | +3.1% |
| 3M | +9.8% | +7.5% | +2.3% | +8.3% |
| 6M | +15.8% | +46.4% | -30.7% | +7.7% |
| YTD | +47.0% | +44.4% | +2.6% | +36.4% |
| 1Y | +42.8% | +43.4% | -0.6% | +32.4% |
| 3Y | +88.9% | +433.3% | -344.4% | +35.6% |
| 5Y | +101.9% | +262.5% | -160.6% | +49.6% |
| All | +762.6% | +1,818.8% | -1,056.2% | +376.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling