+102.6%
DOCU vs THC
+1,152.7%
-1,050.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.6% | -9.4% | -1.5% |
| 7D | -3.7% | +8.8% | -12.6% | -5.2% |
| 30D | +15.0% | +12.6% | +2.3% | +12.5% |
| 3M | +39.9% | +15.4% | +24.5% | +36.0% |
| 6M | +66.2% | +57.7% | +8.5% | +52.2% |
| YTD | +17.7% | +47.1% | -29.4% | +8.1% |
| 1Y | +13.7% | +40.7% | -27.0% | +5.1% |
| 3Y | +95.9% | +432.1% | -336.2% | +36.5% |
| 5Y | -71.7% | +301.9% | -373.5% | -79.7% |
| All | +102.6% | +1,152.7% | -1,050.1% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling