+70.5%
DOCN vs THC
+452.4%
-381.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.8% |
| 7D | -19.2% | +3.7% | -22.8% | -20.2% |
| 30D | -43.1% | +9.0% | -52.1% | -44.7% |
| 3M | -40.7% | +10.4% | -51.1% | -42.7% |
| 6M | -55.0% | +45.7% | -100.6% | -61.2% |
| YTD | +50.6% | +42.6% | +8.0% | +28.6% |
| 1Y | +54.0% | +38.8% | +15.2% | +32.2% |
| 3Y | +203.9% | +418.8% | -214.9% | +37.6% |
| 5Y | -29.4% | +275.7% | -305.0% | -64.4% |
| All | +70.5% | +452.4% | -381.9% | -15.9% |
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