+39.5%
EXC vs THC
+258.8%
-219.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -1.9% | +0.1% | -2.1% | -1.9% |
| 30D | +7.8% | +7.5% | +0.3% | +7.1% |
| 3M | +1.9% | +7.5% | -5.7% | +1.1% |
| 6M | +3.4% | +46.4% | -43.1% | -0.3% |
| YTD | +7.6% | +44.4% | -36.8% | +3.7% |
| 1Y | +2.1% | +43.4% | -41.3% | -1.6% |
| 3Y | +29.6% | +433.3% | -403.7% | +7.0% |
| 5Y | +39.5% | +262.5% | -223.0% | +19.3% |
| All | +39.5% | +258.8% | -219.3% | +19.3% |
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 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