+1,131.3%
DVN vs THC
+559.0%
+572.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.3% |
| 7D | +7.8% | +0.1% | +7.7% | +7.8% |
| 30D | -7.9% | +7.5% | -15.4% | -9.5% |
| 3M | +3.7% | +7.5% | -3.8% | +1.7% |
| 6M | +0.2% | +46.4% | -46.3% | -8.6% |
| YTD | +28.6% | +44.4% | -15.8% | +16.5% |
| 1Y | +34.6% | +43.4% | -8.8% | +21.9% |
| 3Y | +11.8% | +433.3% | -421.5% | -24.6% |
| 5Y | +37.6% | +262.5% | -225.0% | -3.2% |
| 10Y | +59.7% | +1,871.5% | -1,811.9% | -22.5% |
| All | +1,131.3% | +559.0% | +572.3% | +427.2% |
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