+8.9%
GE vs THC
+51.2%
-42.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +5.4% | +8.8% | -3.5% | +4.0% |
| 30D | +9.6% | +10.0% | -0.4% | +8.0% |
| 3M | -7.7% | +11.7% | -19.4% | -9.4% |
| 6M | +14.0% | +52.5% | -38.4% | +5.9% |
| YTD | +10.2% | +46.1% | -35.9% | +3.5% |
| 1Y | +8.9% | +49.1% | -40.2% | +1.6% |
| All | +8.9% | +51.2% | -42.3% | +1.6% |
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 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