+164.6%
DOCN vs THC
+416.8%
-252.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +1.1% | -0.7% | +1.8% | +1.4% |
| 30D | -9.6% | +1.3% | -10.9% | -10.0% |
| 3M | -37.7% | +64.2% | -101.9% | -48.1% |
| 6M | +115.2% | +8.3% | +106.9% | +105.8% |
| YTD | +133.7% | +33.4% | +100.3% | +104.6% |
| 1Y | +250.2% | +37.7% | +212.5% | +199.8% |
| 3Y | +320.3% | +236.8% | +83.5% | +128.3% |
| 5Y | +53.1% | +249.3% | -196.2% | -21.3% |
| All | +164.6% | +416.8% | -252.1% | +33.8% |
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