+615.0%
F vs THC
+508.9%
+106.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +5.3% | -0.7% | +6.0% | +5.4% |
| 30D | +4.6% | +1.3% | +3.3% | +4.3% |
| 3M | -3.7% | +64.2% | -67.9% | -12.3% |
| 6M | +16.8% | +8.3% | +8.5% | +14.3% |
| YTD | +15.3% | +33.4% | -18.1% | +8.3% |
| 1Y | +31.0% | +37.7% | -6.7% | +22.0% |
| 3Y | +45.4% | +236.8% | -191.4% | +12.1% |
| 5Y | +54.7% | +249.3% | -194.6% | +15.5% |
| 10Y | +98.2% | +995.2% | -897.0% | +7.9% |
| All | +615.0% | +508.9% | +106.1% | +215.7% |
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 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