+632.4%
GEV vs THC
+147.6%
+484.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | -7.9% | -1.2% | -6.8% | -7.8% |
| 3M | +5.6% | +52.3% | -46.7% | -5.3% |
| 6M | +13.1% | +12.4% | +0.6% | +9.6% |
| YTD | +46.7% | +32.7% | +14.0% | +35.4% |
| 1Y | +51.3% | +36.4% | +14.9% | +37.6% |
| All | +632.4% | +147.6% | +484.8% | +507.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling