+121.0%
GOOG vs THC
+423.7%
-302.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.0% | +1.0% | +2.1% | +2.9% |
| 30D | -14.9% | +5.3% | -20.2% | -15.3% |
| 3M | -14.9% | +7.1% | -22.0% | -15.4% |
| 6M | -26.6% | +46.0% | -72.6% | -28.9% |
| YTD | -6.6% | +43.9% | -50.5% | -9.6% |
| 1Y | +5.1% | +45.4% | -40.4% | +1.5% |
| 3Y | +121.0% | +421.3% | -300.3% | +119.9% |
| All | +121.0% | +423.7% | -302.7% | +119.9% |
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 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