+119.3%
DG vs THC
+1,325.8%
-1,206.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.0% |
| 7D | +0.7% | +7.5% | -6.8% | +0.1% |
| 30D | +7.4% | +9.6% | -2.1% | +6.7% |
| 3M | +8.5% | +10.3% | -1.7% | +7.7% |
| 6M | +21.9% | +51.8% | -29.9% | +18.0% |
| YTD | +4.9% | +45.4% | -40.5% | +1.7% |
| 1Y | +40.4% | +40.8% | -0.4% | +36.3% |
| 3Y | +23.5% | +448.8% | -425.3% | +7.7% |
| 5Y | -32.3% | +263.4% | -295.7% | -40.2% |
| 10Y | +119.3% | +1,800.1% | -1,680.7% | +72.5% |
| All | +119.3% | +1,325.8% | -1,206.4% | +72.5% |
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