+388.5%
EBAY vs THC
+1,818.8%
-1,430.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.8% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +3.2% | +7.5% | -4.3% | +2.3% |
| 3M | +17.8% | +7.5% | +10.3% | +16.7% |
| 6M | +9.5% | +46.4% | -37.0% | +4.2% |
| YTD | +39.2% | +44.4% | -5.2% | +32.1% |
| 1Y | +38.6% | +43.4% | -4.8% | +31.5% |
| 3Y | +216.8% | +433.3% | -216.4% | +151.8% |
| 5Y | +77.5% | +262.5% | -185.0% | +44.0% |
| All | +388.5% | +1,818.8% | -1,430.3% | +240.7% |
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