+124.3%
DVN vs THC
+254.2%
-129.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.5% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +10.2% | +1.5% | +8.6% | +9.8% |
| 3M | +8.1% | +59.9% | -51.8% | -1.5% |
| 6M | +15.9% | +11.0% | +4.9% | +12.9% |
| YTD | +38.2% | +32.6% | +5.7% | +29.0% |
| 1Y | +44.5% | +37.4% | +7.1% | +33.1% |
| 3Y | +5.1% | +252.5% | -247.4% | -25.5% |
| 5Y | +124.3% | +262.3% | -138.0% | +66.5% |
| All | +124.3% | +254.2% | -129.9% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling