+233.0%
GM vs THC
+1,021.1%
-788.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.3% |
| 7D | -1.1% | 0.0% | -1.0% | -1.1% |
| 30D | -3.4% | +1.5% | -5.0% | -3.8% |
| 3M | +8.7% | +59.9% | -51.2% | -2.9% |
| 6M | +15.4% | +11.0% | +4.5% | +11.7% |
| YTD | +6.6% | +32.6% | -26.0% | -1.5% |
| 1Y | +51.5% | +37.4% | +14.1% | +38.3% |
| 3Y | +169.3% | +252.5% | -83.2% | +90.2% |
| 5Y | +81.6% | +262.3% | -180.8% | +22.3% |
| All | +233.0% | +1,021.1% | -788.1% | +61.2% |
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