-38.8%
DOCS vs THC
+320.6%
-359.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.6% | +8.8% | -9.4% | -3.2% |
| 30D | +6.3% | +10.0% | -3.7% | +3.1% |
| 3M | +26.5% | +11.7% | +14.8% | +21.8% |
| 6M | +24.8% | +52.5% | -27.7% | +7.6% |
| YTD | -26.8% | +46.1% | -72.9% | -37.3% |
| 1Y | -38.3% | +49.1% | -87.4% | -47.7% |
| 3Y | +36.0% | +439.6% | -403.6% | -37.9% |
| 5Y | -55.0% | +263.2% | -318.1% | -77.3% |
| All | -38.8% | +320.6% | -359.5% | -70.5% |
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