+3,595.7%
DLR vs THC
+521.6%
+3,074.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +1.6% | -0.7% | +2.2% | +1.7% |
| 30D | -3.4% | +1.3% | -4.6% | -3.5% |
| 3M | +0.5% | +64.2% | -63.7% | -6.2% |
| 6M | +4.6% | +8.3% | -3.7% | +2.9% |
| YTD | +23.4% | +33.4% | -10.0% | +17.9% |
| 1Y | +19.0% | +37.7% | -18.6% | +12.9% |
| 3Y | +56.5% | +236.8% | -180.3% | +28.9% |
| 5Y | +33.3% | +249.3% | -215.9% | +6.4% |
| 10Y | +165.1% | +995.2% | -830.1% | +57.1% |
| All | +3,595.7% | +521.6% | +3,074.1% | +1,517.0% |
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