+115.9%
EXPE vs THC
+1,758.3%
-1,642.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -11.2% | +8.8% | -20.0% | -13.0% |
| 30D | -7.5% | +10.0% | -17.5% | -9.6% |
| 3M | -19.1% | +11.7% | -30.7% | -21.3% |
| 6M | +10.7% | +52.5% | -41.7% | -1.3% |
| YTD | -9.9% | +46.1% | -56.0% | -19.8% |
| 1Y | -4.6% | +49.1% | -53.7% | -15.8% |
| 3Y | +116.8% | +439.6% | -322.8% | +29.5% |
| 5Y | +38.6% | +263.2% | -224.6% | -12.1% |
| 10Y | +115.9% | +1,900.5% | -1,784.6% | -10.7% |
| All | +115.9% | +1,758.3% | -1,642.5% | -10.7% |
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