+95.3%
DOCU vs THC
+1,114.4%
-1,019.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | -5.5% | +3.7% | -9.2% | -6.2% |
| 30D | +12.6% | +9.0% | +3.6% | +10.9% |
| 3M | +36.4% | +10.4% | +26.0% | +33.7% |
| 6M | +66.8% | +45.7% | +21.1% | +55.1% |
| YTD | +13.5% | +42.6% | -29.1% | +4.8% |
| 1Y | +11.3% | +38.8% | -27.5% | +3.2% |
| 3Y | +92.1% | +418.8% | -326.8% | +34.4% |
| 5Y | -71.0% | +275.7% | -346.7% | -79.0% |
| All | +95.3% | +1,114.4% | -1,019.1% | +22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling