+1,122.0%
DELL vs THC
+248.0%
+874.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.1% | +2.3% |
| 7D | +25.6% | -2.6% | +28.2% | +26.1% |
| 30D | +17.7% | -1.2% | +18.8% | +17.8% |
| 3M | +33.4% | +58.9% | -25.5% | +20.2% |
| 6M | +266.2% | +9.3% | +256.9% | +256.6% |
| YTD | +328.0% | +30.4% | +297.6% | +296.9% |
| 1Y | +339.6% | +34.6% | +305.0% | +302.6% |
| 3Y | +694.6% | +246.7% | +447.9% | +460.1% |
| 5Y | +1,122.0% | +244.5% | +877.4% | +738.6% |
| All | +1,122.0% | +248.0% | +874.0% | +738.6% |
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 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