+162.6%
DUK vs THC
+1,813.2%
-1,650.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +1.9% | +1.0% | +1.0% | +1.9% |
| 30D | +8.9% | +5.3% | +3.6% | +8.4% |
| 3M | +5.6% | +7.1% | -1.6% | +4.8% |
| 6M | +7.0% | +46.0% | -39.1% | +3.2% |
| YTD | +14.0% | +43.9% | -29.9% | +9.9% |
| 1Y | +9.1% | +45.4% | -36.3% | +4.9% |
| 3Y | +67.6% | +421.3% | -353.7% | +41.4% |
| 5Y | +56.6% | +261.5% | -204.9% | +33.5% |
| All | +162.6% | +1,813.2% | -1,650.7% | +89.9% |
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