+730.7%
EXPE vs THC
+474.9%
+255.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.6% |
| 7D | -9.3% | +3.7% | -13.0% | -9.9% |
| 30D | +0.1% | +9.0% | -8.9% | -1.6% |
| 3M | -15.3% | +10.4% | -25.7% | -17.1% |
| 6M | +5.5% | +45.7% | -40.2% | -3.3% |
| YTD | -8.0% | +42.6% | -50.5% | -16.1% |
| 1Y | +18.9% | +38.8% | -19.9% | +8.7% |
| 3Y | +135.5% | +418.8% | -283.3% | +55.7% |
| 5Y | +44.3% | +275.7% | -231.4% | -1.2% |
| 10Y | +117.7% | +1,496.2% | -1,378.5% | -3.6% |
| All | +730.7% | +474.9% | +255.7% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling