+36.3%
DIS vs THC
+1,758.3%
-1,722.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | 0.0% |
| 7D | +4.4% | +8.8% | -4.4% | +2.9% |
| 30D | +10.3% | +10.0% | +0.3% | +8.5% |
| 3M | +15.5% | +11.7% | +3.9% | +13.2% |
| 6M | +11.2% | +52.5% | -41.3% | +2.8% |
| YTD | +5.6% | +46.1% | -40.5% | -2.2% |
| 1Y | +7.7% | +49.1% | -41.4% | -0.8% |
| 3Y | +39.3% | +439.6% | -400.3% | -0.6% |
| 5Y | -29.5% | +263.2% | -292.7% | -47.9% |
| 10Y | +36.3% | +1,900.5% | -1,864.2% | -24.9% |
| All | +36.3% | +1,758.3% | -1,722.1% | -24.9% |
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 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