+229.5%
GM vs THC
+423.7%
-194.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.2% | +1.0% | -1.1% | -0.3% |
| 30D | +3.6% | +5.3% | -1.8% | +2.6% |
| 3M | -0.2% | +7.1% | -7.4% | -1.5% |
| 6M | +13.9% | +46.0% | -32.1% | +6.3% |
| YTD | +6.5% | +43.9% | -37.5% | -0.8% |
| 1Y | +20.7% | +45.4% | -24.8% | +12.1% |
| 3Y | +229.5% | +421.3% | -191.8% | +117.0% |
| All | +229.5% | +423.7% | -194.2% | +117.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling