+2,883.5%
GE vs THC
+508.9%
+2,374.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | -11.6% | +1.3% | -12.8% | -11.8% |
| 3M | +3.0% | +64.2% | -61.2% | -5.8% |
| 6M | -0.5% | +8.3% | -8.8% | -2.5% |
| YTD | +9.7% | +33.4% | -23.6% | +3.4% |
| 1Y | +20.0% | +37.7% | -17.6% | +12.1% |
| 3Y | +275.8% | +236.8% | +39.1% | +195.8% |
| 5Y | +429.1% | +249.3% | +179.8% | +300.6% |
| 10Y | +151.2% | +995.2% | -844.1% | +41.3% |
| All | +2,883.5% | +508.9% | +2,374.7% | +1,218.7% |
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 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