+72.2%
DOCU vs THC
+1,036.1%
-963.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | +6.9% | -0.7% | +7.5% | +7.0% |
| 30D | +19.0% | +1.3% | +17.7% | +18.6% |
| 3M | +34.3% | +64.2% | -30.0% | +22.7% |
| 6M | +48.0% | +8.3% | +39.7% | +44.9% |
| YTD | 0.0% | +33.4% | -33.4% | -6.3% |
| 1Y | -10.3% | +37.7% | -47.9% | -16.9% |
| 3Y | +32.4% | +236.8% | -204.4% | +0.5% |
| 5Y | -77.9% | +249.3% | -327.2% | -83.8% |
| All | +72.2% | +1,036.1% | -963.9% | +9.8% |
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