+28.5%
DECK vs THC
+295.7%
-267.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +9.6% | -3.6% | +3.5% |
| 7D | +10.4% | +8.8% | +1.5% | +8.0% |
| 30D | +11.1% | +12.6% | -1.5% | +7.8% |
| 3M | -10.8% | +15.4% | -26.1% | -14.1% |
| 6M | -8.7% | +57.7% | -66.4% | -19.5% |
| YTD | -14.0% | +47.1% | -61.1% | -23.3% |
| 1Y | +12.0% | +40.7% | -28.7% | +0.8% |
| 3Y | -10.5% | +432.1% | -442.6% | -47.9% |
| 5Y | +28.5% | +301.9% | -273.4% | -21.5% |
| All | +28.5% | +295.7% | -267.2% | -21.5% |
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 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