+246.2%
DIA vs THC
+952.2%
-706.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.8% |
| 7D | +0.1% | -2.6% | +2.6% | +0.4% |
| 30D | -2.1% | -1.2% | -0.9% | -1.9% |
| 3M | +4.2% | +58.9% | -54.8% | -2.7% |
| 6M | +11.9% | +9.3% | +2.6% | +9.8% |
| YTD | +10.8% | +30.4% | -19.5% | +5.8% |
| 1Y | +17.5% | +34.6% | -17.1% | +11.4% |
| 3Y | +59.9% | +246.7% | -186.7% | +30.0% |
| 5Y | +64.1% | +244.5% | -180.4% | +29.6% |
| 10Y | +246.2% | +950.1% | -703.9% | +122.5% |
| All | +246.2% | +952.2% | -706.0% | +122.5% |
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