+250.7%
HOOD vs THC
+266.4%
-15.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | +17.1% | -0.7% | +17.8% | +17.4% |
| 30D | +31.6% | +1.3% | +30.3% | +31.1% |
| 3M | +38.2% | +64.2% | -26.0% | +18.3% |
| 6M | +48.5% | +8.3% | +40.3% | +43.6% |
| YTD | +8.0% | +33.4% | -25.4% | -3.4% |
| 1Y | +18.7% | +37.7% | -19.0% | +4.5% |
| 3Y | +999.1% | +236.8% | +762.3% | +581.9% |
| 5Y | +181.7% | +249.3% | -67.6% | +35.6% |
| All | +250.7% | +266.4% | -15.7% | +100.6% |
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