+21.5%
JD vs THC
+1,000.2%
-978.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -13.2% | +1.3% | -14.4% | -13.3% |
| 3M | -3.2% | +64.2% | -67.4% | -9.7% |
| 6M | +15.2% | +8.3% | +7.0% | +13.3% |
| YTD | +2.0% | +33.4% | -31.4% | -2.7% |
| 1Y | -5.4% | +37.7% | -43.0% | -10.4% |
| 3Y | -9.1% | +236.8% | -245.9% | -25.3% |
| 5Y | -59.6% | +249.3% | -308.9% | -67.8% |
| All | +21.5% | +1,000.2% | -978.8% | -19.8% |
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