+12,556.3%
DHI vs THC
+620.3%
+11,936.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.5% |
| 7D | -2.0% | -2.6% | +0.5% | -1.5% |
| 30D | -8.3% | -1.2% | -7.2% | -8.2% |
| 3M | -3.7% | +58.9% | -62.6% | -13.0% |
| 6M | -5.4% | +9.3% | -14.7% | -7.9% |
| YTD | -3.0% | +30.4% | -33.4% | -9.3% |
| 1Y | -23.8% | +34.6% | -58.4% | -29.5% |
| 3Y | +21.8% | +246.7% | -224.9% | -10.6% |
| 5Y | +59.6% | +244.5% | -184.9% | +13.4% |
| 10Y | +391.2% | +950.1% | -558.9% | +133.4% |
| All | +12,556.3% | +620.3% | +11,936.0% | +4,541.4% |
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 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