-29.5%
DOW vs THC
+274.4%
-303.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | -9.5% | +3.7% | -13.2% | -10.0% |
| 30D | +13.1% | +9.0% | +4.0% | +11.7% |
| 3M | +4.8% | +10.4% | -5.6% | +3.3% |
| 6M | -16.7% | +45.7% | -62.3% | -21.5% |
| YTD | +38.9% | +42.6% | -3.7% | +30.0% |
| 1Y | +48.3% | +38.8% | +9.5% | +39.3% |
| 3Y | -24.4% | +418.8% | -443.2% | -44.5% |
| All | -29.5% | +274.4% | -303.9% | -47.8% |
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 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