+13,444.1%
GOOG vs THC
+526.9%
+12,917.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -2.1% | -0.7% | -1.5% | -2.1% |
| 30D | -6.8% | +1.3% | -8.1% | -7.0% |
| 3M | -9.1% | +64.2% | -73.3% | -15.2% |
| 6M | +10.7% | +8.3% | +2.4% | +8.9% |
| YTD | +7.1% | +33.4% | -26.3% | +2.1% |
| 1Y | +44.6% | +37.7% | +7.0% | +37.1% |
| 3Y | +147.4% | +236.8% | -89.4% | +104.1% |
| 5Y | +133.8% | +249.3% | -115.5% | +87.5% |
| 10Y | +777.5% | +995.2% | -217.7% | +448.0% |
| All | +13,444.1% | +526.9% | +12,917.2% | +6,808.0% |
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