-51.1%
DOCS vs THC
+287.8%
-338.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.6% |
| 7D | -1.3% | +5.9% | -7.2% | -3.2% |
| 30D | +19.4% | +10.8% | +8.6% | +15.4% |
| 3M | +53.4% | +9.4% | +44.0% | +48.8% |
| 6M | +28.8% | +53.3% | -24.5% | +10.2% |
| YTD | -25.1% | +44.2% | -69.2% | -35.9% |
| 1Y | -48.1% | +37.3% | -85.5% | -54.9% |
| 3Y | +51.4% | +421.6% | -370.2% | -32.9% |
| 5Y | -51.1% | +279.8% | -330.9% | -76.9% |
| All | -51.1% | +287.8% | -338.9% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling