-29.8%
DIS vs THC
+262.3%
-292.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.7% |
| 7D | +5.3% | +7.5% | -2.2% | +3.9% |
| 30D | +10.2% | +9.6% | +0.7% | +8.3% |
| 3M | +13.5% | +10.3% | +3.3% | +11.3% |
| 6M | +11.1% | +51.8% | -40.7% | +2.1% |
| YTD | +5.5% | +45.4% | -39.9% | -2.9% |
| 1Y | +9.1% | +40.8% | -31.7% | +0.8% |
| 3Y | +36.0% | +448.8% | -412.8% | -11.3% |
| 5Y | -29.8% | +263.4% | -293.2% | -51.4% |
| All | -29.8% | +262.3% | -292.1% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling