+1,635.0%
DIS vs THC
+558.0%
+1,077.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.2% |
| 7D | +5.7% | +5.9% | -0.2% | +4.8% |
| 30D | +12.7% | +10.8% | +1.8% | +11.0% |
| 3M | +15.2% | +9.4% | +5.7% | +13.6% |
| 6M | +17.6% | +53.3% | -35.7% | +10.1% |
| YTD | +3.8% | +44.2% | -40.3% | -2.4% |
| 1Y | +6.8% | +37.3% | -30.5% | +0.9% |
| 3Y | +42.1% | +421.6% | -379.5% | +8.8% |
| 5Y | -31.2% | +279.8% | -311.0% | -46.3% |
| 10Y | +37.6% | +1,513.9% | -1,476.2% | -20.8% |
| All | +1,635.0% | +558.0% | +1,077.0% | +724.8% |
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