+143.3%
DELL vs THC
+46.1%
+97.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +9.6% | -18.4% | -7.2% |
| 7D | -24.6% | +8.8% | -33.4% | -23.3% |
| 30D | -32.5% | +12.6% | -45.1% | -31.0% |
| 3M | -20.2% | +15.4% | -35.6% | -18.2% |
| 6M | +76.5% | +57.7% | +18.8% | +86.5% |
| YTD | +198.9% | +47.1% | +151.9% | +211.8% |
| 1Y | +143.3% | +40.7% | +102.6% | +157.3% |
| All | +143.3% | +46.1% | +97.2% | +157.3% |
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