+29.4%
DOW vs THC
+32.5%
-3.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.2% |
| 7D | -2.9% | -2.6% | -0.4% | -3.2% |
| 30D | +2.0% | -1.2% | +3.1% | +1.9% |
| 3M | -12.5% | +58.9% | -71.5% | -8.9% |
| 6M | -9.2% | +9.3% | -18.5% | -4.2% |
| YTD | +30.8% | +30.4% | +0.4% | +34.2% |
| 1Y | +29.4% | +34.6% | -5.2% | +28.6% |
| All | +29.4% | +32.5% | -3.1% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling