+254.6%
GLW vs THC
+267.4%
-12.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +7.3% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | -18.2% | +9.0% | -27.2% | -19.4% |
| 3M | -24.2% | +12.9% | -37.1% | -25.8% |
| 6M | -41.7% | +52.8% | -94.6% | -46.7% |
| YTD | +38.3% | +47.4% | -9.1% | +26.9% |
| 1Y | +38.2% | +47.7% | -9.5% | +26.6% |
| 3Y | +363.4% | +444.7% | -81.3% | +207.8% |
| 5Y | +254.6% | +269.3% | -14.7% | +150.3% |
| All | +254.6% | +267.4% | -12.8% | +150.3% |
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 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