+101.5%
DG vs THC
+1,818.8%
-1,717.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.9% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +7.7% | +7.5% | +0.2% | +7.1% |
| 3M | +13.1% | +7.5% | +5.6% | +12.5% |
| 6M | +32.0% | +46.4% | -14.4% | +28.2% |
| YTD | +3.3% | +44.4% | -41.0% | +0.2% |
| 1Y | +31.7% | +43.4% | -11.8% | +27.7% |
| 3Y | +21.7% | +433.3% | -411.6% | +6.4% |
| 5Y | -34.7% | +262.5% | -297.3% | -42.4% |
| All | +101.5% | +1,818.8% | -1,717.3% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling