+3,313.5%
DELL vs THC
+1,068.6%
+2,244.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.9% | +10.8% | +11.6% |
| 7D | +0.4% | +0.2% | +0.1% | +0.4% |
| 30D | -35.1% | +9.0% | -44.1% | -36.2% |
| 3M | -15.1% | +12.9% | -28.1% | -17.2% |
| 6M | +51.7% | +52.8% | -1.1% | +38.9% |
| YTD | +200.0% | +47.4% | +152.6% | +174.1% |
| 1Y | +172.1% | +47.7% | +124.4% | +148.4% |
| 3Y | +431.2% | +444.7% | -13.4% | +273.8% |
| 5Y | +633.1% | +269.3% | +363.8% | +434.8% |
| 10Y | +2,886.3% | +1,913.5% | +972.8% | +1,504.6% |
| All | +3,313.5% | +1,068.6% | +2,244.9% | +1,852.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling