+399.9%
GH vs THC
+822.9%
-423.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.3% |
| 7D | -2.1% | -2.6% | +0.5% | -1.4% |
| 30D | -4.5% | -1.2% | -3.3% | -4.2% |
| 3M | +28.9% | +58.9% | -30.0% | +12.6% |
| 6M | +76.5% | +9.3% | +67.2% | +70.0% |
| YTD | +57.6% | +30.4% | +27.2% | +43.7% |
| 1Y | +167.5% | +34.6% | +132.9% | +140.7% |
| 3Y | +377.4% | +246.7% | +130.7% | +220.8% |
| 5Y | +23.8% | +244.5% | -220.7% | -19.7% |
| All | +399.9% | +822.9% | -423.0% | +148.0% |
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