+589.6%
DG vs THC
+1,183.2%
-593.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -3.0% |
| 7D | +1.1% | +3.7% | -2.6% | +0.8% |
| 30D | +9.5% | +9.0% | +0.5% | +8.8% |
| 3M | +5.5% | +10.4% | -4.9% | +4.7% |
| 6M | +16.1% | +45.7% | -29.6% | +12.6% |
| YTD | +2.7% | +42.6% | -39.9% | -0.4% |
| 1Y | +42.1% | +38.8% | +3.3% | +38.0% |
| 3Y | +19.3% | +418.8% | -399.6% | +3.7% |
| 5Y | -35.3% | +275.7% | -311.0% | -43.3% |
| 10Y | +123.9% | +1,496.2% | -1,372.3% | +65.9% |
| All | +589.6% | +1,183.2% | -593.6% | +400.9% |
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