-31.1%
DOCN vs THC
+287.8%
-318.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.0% | -13.9% | -15.3% |
| 7D | -29.3% | +5.9% | -35.2% | -30.7% |
| 30D | -46.0% | +10.8% | -56.9% | -47.9% |
| 3M | -43.2% | +9.4% | -52.6% | -45.1% |
| 6M | -53.7% | +53.3% | -107.0% | -61.2% |
| YTD | +46.9% | +44.2% | +2.8% | +23.6% |
| 1Y | +54.3% | +37.3% | +17.0% | +31.8% |
| 3Y | +185.5% | +421.6% | -236.1% | +18.2% |
| 5Y | -31.1% | +279.8% | -310.9% | -67.9% |
| All | -31.1% | +287.8% | -318.9% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling