+13.7%
DOCU vs THC
+46.1%
-32.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.6% | -9.4% | -0.3% |
| 7D | -3.7% | +8.8% | -12.6% | -4.1% |
| 30D | +15.0% | +12.6% | +2.3% | +14.4% |
| 3M | +39.9% | +15.4% | +24.5% | +39.0% |
| 6M | +66.2% | +57.7% | +8.5% | +66.7% |
| YTD | +17.7% | +47.1% | -29.4% | +18.7% |
| 1Y | +13.7% | +40.7% | -27.0% | +15.3% |
| All | +13.7% | +46.1% | -32.5% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling