+371.1%
GH vs THC
+919.0%
-547.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | +0.6% | +1.0% | -0.4% | +0.3% |
| 30D | -6.9% | +5.3% | -12.2% | -8.4% |
| 3M | -4.9% | +7.1% | -12.0% | -6.9% |
| 6M | +54.1% | +46.0% | +8.0% | +37.0% |
| YTD | +48.5% | +43.9% | +4.6% | +31.6% |
| 1Y | +61.2% | +45.4% | +15.7% | +42.2% |
| 3Y | +570.3% | +421.3% | +149.1% | +303.3% |
| 5Y | +46.1% | +261.5% | -215.3% | -6.7% |
| All | +371.1% | +919.0% | -547.9% | +127.0% |
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 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