+172.1%
EXC vs THC
+1,421.6%
-1,249.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -1.2% | +3.7% | -4.9% | -1.6% |
| 30D | +10.0% | +9.0% | +0.9% | +8.8% |
| 3M | +1.6% | +10.4% | -8.8% | +0.3% |
| 6M | +3.3% | +45.7% | -42.4% | -1.7% |
| YTD | +7.6% | +42.6% | -35.0% | +2.2% |
| 1Y | +3.5% | +38.8% | -35.3% | -1.5% |
| 3Y | +27.7% | +418.8% | -391.2% | +0.8% |
| 5Y | +41.1% | +275.7% | -234.5% | +12.7% |
| All | +172.1% | +1,421.6% | -1,249.5% | +72.6% |
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 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