+67.2%
F vs THC
+1,818.8%
-1,751.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.4% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -0.5% | +7.5% | -7.9% | -2.1% |
| 3M | -12.9% | +7.5% | -20.4% | -14.5% |
| 6M | +1.5% | +46.4% | -44.9% | -7.7% |
| YTD | -5.0% | +44.4% | -49.4% | -14.0% |
| 1Y | -7.3% | +43.4% | -50.8% | -16.1% |
| 3Y | +45.3% | +433.3% | -388.0% | -7.3% |
| 5Y | -15.8% | +262.5% | -278.3% | -43.3% |
| All | +67.2% | +1,818.8% | -1,751.6% | -23.8% |
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 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