+23.0%
GH vs THC
+244.9%
-221.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.6% |
| 7D | -2.1% | -2.6% | +0.5% | -1.2% |
| 30D | -4.5% | -1.2% | -3.3% | -4.1% |
| 3M | +28.9% | +58.9% | -30.0% | +5.8% |
| 6M | +76.5% | +9.3% | +67.2% | +67.6% |
| YTD | +57.6% | +30.4% | +27.2% | +37.5% |
| 1Y | +167.5% | +34.6% | +132.9% | +128.3% |
| 3Y | +377.4% | +246.7% | +130.7% | +141.5% |
| All | +23.0% | +244.9% | -221.9% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling