+128.8%
GOOG vs THC
+258.2%
-129.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.7% |
| 7D | -1.6% | +4.1% | -5.6% | -2.2% |
| 30D | -7.7% | +3.5% | -11.2% | -8.3% |
| 3M | -9.3% | +61.7% | -71.0% | -17.2% |
| 6M | +7.4% | +11.8% | -4.4% | +4.6% |
| YTD | +4.9% | +35.4% | -30.6% | -1.9% |
| 1Y | +37.2% | +37.0% | +0.2% | +27.7% |
| 3Y | +141.6% | +260.1% | -118.5% | +75.4% |
| 5Y | +128.8% | +262.6% | -133.8% | +63.3% |
| All | +128.8% | +258.2% | -129.5% | +63.3% |
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