+126.0%
DUK vs THC
+1,022.1%
-896.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -2.4% | -1.2% | -1.3% | -2.4% |
| 3M | -3.0% | +52.3% | -55.3% | -6.7% |
| 6M | -6.6% | +12.4% | -19.0% | -7.9% |
| YTD | +4.6% | +32.7% | -28.1% | +1.4% |
| 1Y | +1.2% | +36.4% | -35.1% | -2.2% |
| 3Y | +45.7% | +259.3% | -213.6% | +26.9% |
| 5Y | +40.3% | +262.7% | -222.4% | +19.3% |
| All | +126.0% | +1,022.1% | -896.0% | +66.0% |
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