+17.7%
INTC vs THC
+274.4%
-256.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.1% | +8.8% | +7.9% |
| 7D | -14.4% | +3.7% | -18.1% | -15.0% |
| 30D | -50.2% | +9.0% | -59.3% | -51.1% |
| 3M | -43.6% | +10.4% | -54.0% | -44.8% |
| 6M | -50.2% | +45.7% | -95.9% | -54.4% |
| YTD | +52.5% | +42.6% | +9.9% | +39.5% |
| 1Y | +51.1% | +38.8% | +12.4% | +38.9% |
| 3Y | +50.3% | +418.8% | -368.5% | -2.7% |
| All | +17.7% | +274.4% | -256.7% | -21.2% |
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