+11,639.4%
GOOG vs THC
+592.9%
+11,046.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.9% |
| 7D | +1.2% | +0.2% | +0.9% | +1.1% |
| 30D | -16.7% | +9.0% | -25.7% | -17.7% |
| 3M | -15.2% | +12.9% | -28.1% | -16.7% |
| 6M | -24.8% | +52.8% | -77.6% | -29.3% |
| YTD | -7.2% | +47.4% | -54.6% | -12.8% |
| 1Y | -0.1% | +47.7% | -47.8% | -6.1% |
| 3Y | +118.8% | +444.7% | -325.8% | +69.5% |
| 5Y | +99.9% | +269.3% | -169.3% | +59.2% |
| 10Y | +678.2% | +1,913.5% | -1,235.4% | +353.8% |
| All | +11,639.4% | +592.9% | +11,046.5% | +5,803.9% |
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 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