-37.4%
DOCS vs THC
+315.1%
-352.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.7% |
| 7D | -1.3% | +5.9% | -7.2% | -3.1% |
| 30D | +19.4% | +10.8% | +8.6% | +15.6% |
| 3M | +53.4% | +9.4% | +44.0% | +48.9% |
| 6M | +28.8% | +53.3% | -24.5% | +10.7% |
| YTD | -25.1% | +44.2% | -69.2% | -35.5% |
| 1Y | -48.1% | +37.3% | -85.5% | -54.7% |
| 3Y | +51.4% | +421.6% | -370.2% | -29.9% |
| 5Y | -51.1% | +279.8% | -330.9% | -75.5% |
| All | -37.4% | +315.1% | -352.5% | -69.7% |
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