+186.6%
DLR vs THC
+1,818.8%
-1,632.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +3.0% | +7.5% | -4.5% | +2.2% |
| 3M | -6.3% | +7.5% | -13.8% | -7.0% |
| 6M | -4.8% | +46.4% | -51.2% | -8.5% |
| YTD | +21.0% | +44.4% | -23.3% | +16.2% |
| 1Y | +15.1% | +43.4% | -28.3% | +10.6% |
| 3Y | +56.0% | +433.3% | -377.3% | +31.5% |
| 5Y | +39.1% | +262.5% | -223.4% | +18.6% |
| All | +186.6% | +1,818.8% | -1,632.2% | +117.2% |
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