+80.5%
GM vs THC
+258.2%
-177.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.2% | -3.3% |
| 7D | -1.1% | +4.1% | -5.2% | -2.1% |
| 30D | -4.6% | +3.5% | -8.1% | -5.4% |
| 3M | +0.2% | +61.7% | -61.5% | -11.1% |
| 6M | +12.6% | +11.8% | +0.8% | +8.7% |
| YTD | +3.7% | +35.4% | -31.7% | -4.9% |
| 1Y | +45.6% | +37.0% | +8.6% | +32.6% |
| 3Y | +162.0% | +260.1% | -98.1% | +74.8% |
| 5Y | +80.5% | +262.6% | -182.1% | +19.7% |
| All | +80.5% | +258.2% | -177.8% | +19.7% |
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