+342.1%
GLW vs THC
+250.3%
+91.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.6% |
| 7D | +3.8% | -0.7% | +4.4% | +3.9% |
| 30D | -1.3% | +1.3% | -2.6% | -1.6% |
| 3M | -21.8% | +64.2% | -86.1% | -29.7% |
| 6M | +6.9% | +8.3% | -1.4% | +4.8% |
| YTD | +77.2% | +33.4% | +43.8% | +65.5% |
| 1Y | +123.2% | +37.7% | +85.6% | +106.3% |
| 3Y | +400.0% | +236.8% | +163.2% | +268.3% |
| All | +342.1% | +250.3% | +91.8% | +213.1% |
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