+28.9%
JD vs THC
+1,325.8%
-1,296.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.8% |
| 7D | +7.9% | +7.5% | +0.4% | +6.8% |
| 30D | +4.8% | +9.6% | -4.8% | +3.4% |
| 3M | -13.9% | +10.3% | -24.2% | -15.2% |
| 6M | -5.8% | +51.8% | -57.6% | -11.5% |
| YTD | +2.4% | +45.4% | -43.0% | -3.6% |
| 1Y | -7.5% | +40.8% | -48.3% | -12.7% |
| 3Y | +20.9% | +448.8% | -427.9% | -7.3% |
| 5Y | -58.0% | +263.4% | -321.4% | -66.8% |
| 10Y | +28.9% | +1,800.1% | -1,771.2% | -16.4% |
| All | +28.9% | +1,325.8% | -1,296.9% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling