+1,107.4%
DIA vs THC
+207.1%
+900.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.9% |
| 7D | +0.8% | +7.5% | -6.7% | -0.2% |
| 30D | +1.4% | +9.6% | -8.1% | +0.2% |
| 3M | -2.7% | +10.3% | -12.9% | -4.0% |
| 6M | +6.2% | +51.8% | -45.6% | +0.1% |
| YTD | +10.1% | +45.4% | -35.3% | +4.0% |
| 1Y | +13.0% | +40.8% | -27.8% | +7.0% |
| 3Y | +61.9% | +448.8% | -386.9% | +26.5% |
| 5Y | +57.1% | +263.4% | -206.3% | +25.9% |
| 10Y | +240.9% | +1,800.1% | -1,559.2% | +101.9% |
| All | +1,107.4% | +207.1% | +900.3% | +574.3% |
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