+246.5%
GM vs THC
+1,382.4%
-1,135.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | -1.4% | +1.3% | -2.6% | -1.7% |
| 3M | +5.9% | +64.2% | -58.3% | -5.4% |
| 6M | +12.4% | +8.3% | +4.1% | +9.6% |
| YTD | +8.6% | +33.4% | -24.7% | +0.8% |
| 1Y | +52.6% | +37.7% | +14.9% | +40.0% |
| 3Y | +169.7% | +236.8% | -67.1% | +96.6% |
| 5Y | +87.5% | +249.3% | -161.7% | +30.6% |
| 10Y | +233.0% | +995.2% | -762.3% | +60.4% |
| All | +246.5% | +1,382.4% | -1,135.9% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling