+3,340.7%
DLR vs THC
+564.5%
+2,776.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -3.6% | +3.7% | -7.3% | -4.1% |
| 30D | -3.5% | +9.0% | -12.5% | -4.7% |
| 3M | -8.9% | +10.4% | -19.3% | -10.3% |
| 6M | -11.6% | +45.7% | -57.2% | -16.3% |
| YTD | +14.9% | +42.6% | -27.7% | +8.6% |
| 1Y | +6.4% | +38.8% | -32.3% | +0.8% |
| 3Y | +47.3% | +418.8% | -371.6% | +14.5% |
| 5Y | +32.8% | +275.7% | -242.9% | +4.9% |
| 10Y | +169.6% | +1,496.2% | -1,326.7% | +50.4% |
| All | +3,340.7% | +564.5% | +2,776.2% | +1,390.2% |
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 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