-39.5%
GLW vs THC
+49.7%
-89.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -1.7% |
| 7D | +15.5% | +0.1% | +15.4% | +15.5% |
| 30D | -19.6% | +7.5% | -27.0% | -16.5% |
| 3M | -28.5% | +7.5% | -36.0% | -25.7% |
| 6M | -39.5% | +46.4% | -86.0% | -28.8% |
| All | -39.5% | +49.7% | -89.2% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling