+200.1%
EXC vs THC
+1,879.5%
-1,679.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.1% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +8.3% | +9.0% | -0.7% | +7.1% |
| 3M | +2.6% | +12.9% | -10.3% | +1.1% |
| 6M | +5.2% | +52.8% | -47.7% | -0.4% |
| YTD | +7.5% | +47.4% | -39.9% | +1.9% |
| 1Y | +3.2% | +47.7% | -44.6% | -2.4% |
| 3Y | +29.5% | +444.7% | -415.1% | +2.2% |
| 5Y | +39.7% | +269.3% | -229.6% | +12.3% |
| 10Y | +200.1% | +1,913.5% | -1,713.5% | +92.3% |
| All | +200.1% | +1,879.5% | -1,679.5% | +92.3% |
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