+155.5%
GE vs THC
+1,421.6%
-1,266.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.9% |
| 7D | +7.1% | +3.7% | +3.4% | +6.2% |
| 30D | +6.5% | +9.0% | -2.6% | +4.4% |
| 3M | -13.6% | +10.4% | -24.0% | -15.6% |
| 6M | +6.0% | +45.7% | -39.7% | -3.3% |
| YTD | +5.4% | +42.6% | -37.2% | -3.9% |
| 1Y | +6.5% | +38.8% | -32.3% | -2.6% |
| 3Y | +268.6% | +418.8% | -150.2% | +146.9% |
| 5Y | +389.0% | +275.7% | +113.4% | +236.7% |
| All | +155.5% | +1,421.6% | -1,266.1% | +28.6% |
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