+43.8%
EXC vs THC
+274.4%
-230.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -1.2% | +3.7% | -4.9% | -1.5% |
| 30D | +10.0% | +9.0% | +0.9% | +9.1% |
| 3M | +1.6% | +10.4% | -8.8% | +0.7% |
| 6M | +3.3% | +45.7% | -42.4% | -0.4% |
| YTD | +7.6% | +42.6% | -35.0% | +3.7% |
| 1Y | +3.5% | +38.8% | -35.3% | -0.1% |
| 3Y | +27.7% | +418.8% | -391.2% | +5.4% |
| All | +43.8% | +274.4% | -230.5% | +20.8% |
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