+183.8%
EXC vs THC
+1,325.8%
-1,142.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.2% |
| 7D | -1.7% | +7.5% | -9.2% | -2.6% |
| 30D | +9.3% | +9.6% | -0.2% | +8.1% |
| 3M | +1.0% | +10.3% | -9.2% | -0.2% |
| 6M | +5.9% | +51.8% | -45.9% | +0.4% |
| YTD | +7.6% | +45.4% | -37.8% | +2.1% |
| 1Y | +2.4% | +40.8% | -38.4% | -2.6% |
| 3Y | +30.2% | +448.8% | -418.6% | +2.5% |
| 5Y | +41.4% | +263.4% | -222.0% | +13.8% |
| 10Y | +183.8% | +1,800.1% | -1,616.3% | +78.4% |
| All | +183.8% | +1,325.8% | -1,142.0% | +78.4% |
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