+177.5%
DLR vs THC
+1,325.8%
-1,148.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +3.2% |
| 7D | +2.4% | +7.5% | -5.1% | +1.6% |
| 30D | +0.7% | +9.6% | -8.8% | -0.2% |
| 3M | -6.4% | +10.3% | -16.7% | -7.4% |
| 6M | -6.5% | +51.8% | -58.3% | -10.5% |
| YTD | +18.8% | +45.4% | -26.6% | +14.0% |
| 1Y | +9.0% | +40.8% | -31.8% | +4.8% |
| 3Y | +54.5% | +448.8% | -394.3% | +29.7% |
| 5Y | +35.8% | +263.4% | -227.5% | +15.6% |
| 10Y | +177.5% | +1,800.1% | -1,622.6% | +108.6% |
| All | +177.5% | +1,325.8% | -1,148.3% | +108.6% |
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