-37.4%
DOW vs THC
+250.3%
-287.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | +0.4% | +1.3% | -0.9% | +0.1% |
| 3M | -14.4% | +64.2% | -78.6% | -20.8% |
| 6M | -7.0% | +8.3% | -15.2% | -8.3% |
| YTD | +30.2% | +33.4% | -3.2% | +23.1% |
| 1Y | +29.2% | +37.7% | -8.5% | +21.2% |
| 3Y | -36.7% | +236.8% | -273.5% | -50.3% |
| All | -37.4% | +250.3% | -287.8% | -53.2% |
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