+2,725.0%
DUK vs THC
+559.0%
+2,166.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | 0.0% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | +8.8% | +7.5% | +1.3% | +8.2% |
| 3M | +5.0% | +7.5% | -2.5% | +4.4% |
| 6M | +4.6% | +46.4% | -41.8% | +1.5% |
| YTD | +12.6% | +44.4% | -31.8% | +9.1% |
| 1Y | +7.4% | +43.4% | -36.0% | +4.0% |
| 3Y | +63.1% | +433.3% | -370.2% | +42.0% |
| 5Y | +54.6% | +262.5% | -207.9% | +36.0% |
| 10Y | +156.5% | +1,871.5% | -1,715.1% | +89.2% |
| All | +2,725.0% | +559.0% | +2,166.0% | +1,781.1% |
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