-70.5%
DOCU vs THC
+287.8%
-358.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.3% |
| 7D | -3.2% | +5.9% | -9.1% | -5.1% |
| 30D | +15.7% | +10.8% | +4.9% | +11.8% |
| 3M | +37.3% | +9.4% | +27.8% | +32.8% |
| 6M | +63.1% | +53.3% | +9.9% | +40.3% |
| YTD | +15.4% | +44.2% | -28.8% | -0.8% |
| 1Y | +11.3% | +37.3% | -26.0% | -2.9% |
| 3Y | +92.1% | +421.6% | -329.5% | -16.8% |
| 5Y | -70.5% | +279.8% | -350.3% | -86.4% |
| All | -70.5% | +287.8% | -358.3% | -86.4% |
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