+54.8%
EBAY vs THC
+258.2%
-203.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.7% |
| 7D | -3.0% | +4.1% | -7.1% | -3.7% |
| 30D | -3.6% | +3.5% | -7.1% | -4.3% |
| 3M | -4.4% | +61.7% | -66.2% | -13.0% |
| 6M | +12.1% | +11.8% | +0.2% | +9.0% |
| YTD | +19.9% | +35.4% | -15.5% | +11.9% |
| 1Y | +13.4% | +37.0% | -23.6% | +5.1% |
| 3Y | +150.5% | +260.1% | -109.6% | +78.4% |
| 5Y | +54.8% | +262.6% | -207.8% | +6.6% |
| All | +54.8% | +258.2% | -203.4% | +6.6% |
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 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