+357.5%
GH vs THC
+244.5%
+113.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | -1.1% | +1.3% | -2.3% | -1.4% |
| 3M | +21.3% | +64.2% | -42.9% | +4.4% |
| 6M | +73.5% | +8.3% | +65.2% | +69.4% |
| YTD | +58.0% | +33.4% | +24.6% | +43.2% |
| 1Y | +163.1% | +37.7% | +125.4% | +133.9% |
| All | +357.5% | +244.5% | +113.0% | +124.3% |
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