+512.8%
F vs THC
+558.0%
-45.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | +1.4% | +5.9% | -4.5% | +0.3% |
| 30D | +2.0% | +10.8% | -8.8% | +0.1% |
| 3M | -10.4% | +9.4% | -19.8% | -12.0% |
| 6M | +9.7% | +53.3% | -43.5% | +0.9% |
| YTD | -1.2% | +44.2% | -45.3% | -8.6% |
| 1Y | 0.0% | +37.3% | -37.3% | -6.8% |
| 3Y | +41.1% | +421.6% | -380.5% | +0.7% |
| 5Y | -11.4% | +279.8% | -291.2% | -34.9% |
| 10Y | +85.0% | +1,513.9% | -1,428.9% | -5.3% |
| All | +512.8% | +558.0% | -45.3% | +166.5% |
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