-73.2%
DOCS vs THC
+250.3%
-323.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | -1.4% | -0.7% | -0.8% | -1.2% |
| 30D | +21.8% | +1.3% | +20.6% | +21.4% |
| 3M | +27.3% | +64.2% | -37.0% | +8.2% |
| 6M | -0.3% | +8.3% | -8.6% | -3.9% |
| YTD | -40.5% | +33.4% | -73.9% | -47.3% |
| 1Y | -61.5% | +37.7% | -99.2% | -66.5% |
| 3Y | +8.2% | +236.8% | -228.6% | -38.8% |
| All | -73.2% | +250.3% | -323.5% | -85.4% |
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