+152.0%
GE vs THC
+1,813.2%
-1,661.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.7% | +1.0% | +1.7% | +2.5% |
| 30D | +8.1% | +5.3% | +2.8% | +6.7% |
| 3M | -7.9% | +7.1% | -15.0% | -9.4% |
| 6M | +12.9% | +46.0% | -33.1% | +2.7% |
| YTD | +8.2% | +43.9% | -35.8% | -1.9% |
| 1Y | +9.7% | +45.4% | -35.8% | -0.9% |
| 3Y | +266.1% | +421.3% | -155.2% | +141.5% |
| 5Y | +407.4% | +261.5% | +145.9% | +247.6% |
| All | +152.0% | +1,813.2% | -1,661.3% | +21.7% |
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 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