-34.6%
DG vs THC
+250.3%
-284.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +8.4% | -0.7% | +9.1% | +8.5% |
| 30D | +4.9% | +1.3% | +3.7% | +4.7% |
| 3M | +29.3% | +64.2% | -34.9% | +21.5% |
| 6M | -11.3% | +8.3% | -19.5% | -12.6% |
| YTD | +1.8% | +33.4% | -31.6% | -2.4% |
| 1Y | +25.3% | +37.7% | -12.3% | +19.5% |
| 3Y | +9.1% | +236.8% | -227.7% | -11.2% |
| All | -34.6% | +250.3% | -284.9% | -47.4% |
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