+6,166.9%
IT vs THC
+949.9%
+5,217.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.8% |
| 7D | -16.9% | +3.7% | -20.6% | -17.4% |
| 30D | +2.3% | +9.0% | -6.7% | +0.9% |
| 3M | +2.9% | +10.4% | -7.5% | +1.1% |
| 6M | +25.9% | +45.7% | -19.8% | +17.9% |
| YTD | -24.6% | +42.6% | -67.2% | -29.7% |
| 1Y | -16.0% | +38.8% | -54.8% | -21.5% |
| 3Y | -51.6% | +418.8% | -470.4% | -64.3% |
| 5Y | -42.6% | +275.7% | -318.3% | -56.8% |
| 10Y | +103.6% | +1,496.2% | -1,392.7% | +7.7% |
| All | +6,166.9% | +949.9% | +5,217.1% | +2,665.5% |
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