+31.7%
DG vs THC
+44.8%
-13.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +7.7% | +7.5% | +0.2% | +6.4% |
| 3M | +13.1% | +7.5% | +5.6% | +11.7% |
| 6M | +32.0% | +46.4% | -14.4% | +24.6% |
| YTD | +3.3% | +44.4% | -41.0% | -1.0% |
| 1Y | +31.7% | +43.4% | -11.8% | +26.1% |
| All | +31.7% | +44.8% | -13.1% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling