+47.6%
EXC vs THC
+250.3%
-202.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | +0.3% | -0.7% | +0.9% | +0.3% |
| 30D | -3.7% | +1.3% | -5.0% | -3.9% |
| 3M | -1.3% | +64.2% | -65.5% | -5.6% |
| 6M | -9.7% | +8.3% | -18.0% | -10.6% |
| YTD | +2.9% | +33.4% | -30.5% | -0.1% |
| 1Y | +4.4% | +37.7% | -33.3% | +0.9% |
| 3Y | +22.2% | +236.8% | -214.6% | +6.1% |
| All | +47.6% | +250.3% | -202.7% | +25.8% |
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