-10.8%
DOW vs THC
+791.5%
-802.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 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% | -25.3% |
| 6M | -7.0% | +8.3% | -15.2% | -10.5% |
| YTD | +30.2% | +33.4% | -3.2% | +17.8% |
| 1Y | +29.2% | +37.7% | -8.5% | +15.5% |
| 3Y | -36.7% | +236.8% | -273.5% | -57.3% |
| 5Y | -37.7% | +249.3% | -287.0% | -61.1% |
| All | -10.8% | +791.5% | -802.3% | -63.7% |
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