+211.6%
GM vs THC
+1,813.2%
-1,601.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.2% | +1.0% | -1.1% | -0.4% |
| 30D | +3.6% | +5.3% | -1.8% | +2.2% |
| 3M | -0.2% | +7.1% | -7.4% | -2.0% |
| 6M | +13.9% | +46.0% | -32.1% | +3.3% |
| YTD | +6.5% | +43.9% | -37.5% | -3.9% |
| 1Y | +20.7% | +45.4% | -24.8% | +8.4% |
| 3Y | +229.5% | +421.3% | -191.8% | +108.7% |
| 5Y | +41.5% | +261.5% | -219.9% | -6.0% |
| All | +211.6% | +1,813.2% | -1,601.7% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling