+8.9%
DOCS vs THC
+238.5%
-229.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | -1.4% | -0.7% | -0.8% | -1.3% |
| 30D | +21.8% | +1.3% | +20.6% | +21.5% |
| 3M | +27.3% | +64.2% | -37.0% | +16.4% |
| 6M | -0.3% | +8.3% | -8.6% | -1.9% |
| YTD | -40.5% | +33.4% | -73.9% | -44.2% |
| 1Y | -61.5% | +37.7% | -99.2% | -64.4% |
| All | +8.9% | +238.5% | -229.5% | -34.9% |
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 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