+855.0%
EXPE vs THC
+437.8%
+417.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -9.5% | -0.7% | -8.9% | -9.4% |
| 30D | -6.6% | +1.3% | -7.9% | -6.9% |
| 3M | +31.4% | +64.2% | -32.9% | +17.2% |
| 6M | +35.2% | +8.3% | +26.9% | +31.7% |
| YTD | +5.8% | +33.4% | -27.6% | -2.3% |
| 1Y | +38.7% | +37.7% | +1.0% | +26.5% |
| 3Y | +175.8% | +236.8% | -61.0% | +100.0% |
| 5Y | +111.8% | +249.3% | -137.4% | +47.0% |
| 10Y | +179.7% | +995.2% | -815.5% | +32.7% |
| All | +855.0% | +437.8% | +417.2% | +218.5% |
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