+382.5%
GH vs THC
+934.1%
-551.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -11.2% | +8.8% | -20.1% | -13.3% |
| 30D | -7.2% | +10.0% | -17.3% | -9.7% |
| 3M | -7.1% | +11.7% | -18.8% | -10.1% |
| 6M | +62.3% | +52.5% | +9.9% | +42.7% |
| YTD | +52.1% | +46.1% | +6.0% | +34.2% |
| 1Y | +58.6% | +49.1% | +9.5% | +39.1% |
| 3Y | +619.9% | +439.6% | +180.2% | +329.2% |
| 5Y | +49.7% | +263.2% | -213.4% | -4.6% |
| All | +382.5% | +934.1% | -551.6% | +131.6% |
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 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