+0.1%
DOW vs THC
+862.1%
-862.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +5.2% | +1.0% | +4.3% | +5.0% |
| 30D | +13.2% | +5.3% | +7.9% | +11.6% |
| 3M | +10.1% | +7.1% | +3.0% | +7.9% |
| 6M | -13.1% | +46.0% | -59.1% | -22.2% |
| YTD | +46.1% | +43.9% | +2.2% | +29.4% |
| 1Y | +50.0% | +45.4% | +4.6% | +32.1% |
| 3Y | -20.2% | +421.3% | -441.5% | -52.2% |
| 5Y | -27.7% | +261.5% | -289.1% | -55.0% |
| All | +0.1% | +862.1% | -862.0% | -60.1% |
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