+39.5%
EXPE vs THC
+274.4%
-234.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.6% |
| 7D | -9.3% | +3.7% | -13.0% | -10.1% |
| 30D | +0.1% | +9.0% | -8.9% | -1.9% |
| 3M | -15.3% | +10.4% | -25.7% | -17.4% |
| 6M | +5.5% | +45.7% | -40.2% | -4.8% |
| YTD | -8.0% | +42.6% | -50.5% | -17.5% |
| 1Y | +18.9% | +38.8% | -19.9% | +7.0% |
| 3Y | +135.5% | +418.8% | -283.3% | +32.6% |
| All | +39.5% | +274.4% | -234.9% | -19.7% |
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 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