+580.7%
DELL vs THC
+262.3%
+318.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +5.1% |
| 7D | -11.8% | +7.5% | -19.3% | -13.0% |
| 30D | -40.8% | +9.6% | -50.4% | -41.9% |
| 3M | -23.6% | +10.3% | -33.8% | -25.1% |
| 6M | +33.4% | +51.8% | -18.4% | +21.4% |
| YTD | +178.0% | +45.4% | +132.6% | +152.6% |
| 1Y | +138.6% | +40.8% | +97.8% | +118.1% |
| 3Y | +400.9% | +448.8% | -47.9% | +218.9% |
| 5Y | +580.7% | +263.4% | +317.3% | +364.2% |
| All | +580.7% | +262.3% | +318.4% | +364.2% |
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