+12.1%
DIA vs THC
+50.5%
-38.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.0% |
| 7D | +0.8% | +7.5% | -6.7% | +0.2% |
| 30D | +1.4% | +9.6% | -8.1% | +0.7% |
| 3M | -2.7% | +10.3% | -12.9% | -3.5% |
| 6M | +6.2% | +51.8% | -45.6% | +2.9% |
| YTD | +10.1% | +45.4% | -35.3% | +7.4% |
| All | +12.1% | +50.5% | -38.5% | +8.9% |
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 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