+2,541.1%
DUK vs THC
+508.9%
+2,032.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | 0.0% | -0.7% | +0.6% | 0.0% |
| 30D | -1.7% | +1.3% | -2.9% | -1.8% |
| 3M | -0.4% | +64.2% | -64.7% | -4.1% |
| 6M | -7.2% | +8.3% | -15.5% | -8.1% |
| YTD | +5.3% | +33.4% | -28.1% | +2.6% |
| 1Y | +3.0% | +37.7% | -34.7% | 0.0% |
| 3Y | +53.1% | +236.8% | -183.7% | +37.7% |
| 5Y | +37.9% | +249.3% | -211.3% | +21.6% |
| 10Y | +124.8% | +995.2% | -870.4% | +71.9% |
| All | +2,541.1% | +508.9% | +2,032.3% | +1,669.6% |
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