+8.1%
GE vs THC
+50.5%
-42.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.5% |
| 7D | +6.3% | +7.5% | -1.2% | +5.1% |
| 30D | +8.9% | +9.6% | -0.7% | +7.3% |
| 3M | -9.2% | +10.3% | -19.4% | -10.7% |
| 6M | +13.2% | +51.8% | -38.6% | +5.2% |
| YTD | +9.4% | +45.4% | -36.0% | +2.8% |
| All | +8.1% | +50.5% | -42.4% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling