+62.8%
DOCS vs THC
+429.4%
-366.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.6% | -3.2% | +4.6% |
| 7D | +1.2% | +8.8% | -7.6% | -0.3% |
| 30D | +21.3% | +12.6% | +8.7% | +18.8% |
| 3M | +58.4% | +15.4% | +43.0% | +54.5% |
| 6M | +39.3% | +57.7% | -18.4% | +28.5% |
| YTD | -21.7% | +47.1% | -68.8% | -27.6% |
| 1Y | -47.3% | +40.7% | -88.0% | -50.8% |
| All | +62.8% | +429.4% | -366.7% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling