+34.4%
JD vs THC
+1,813.2%
-1,778.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -4.1% | +1.0% | -5.1% | -4.3% |
| 30D | +4.6% | +5.3% | -0.7% | +3.8% |
| 3M | -4.7% | +7.1% | -11.9% | -5.8% |
| 6M | -17.4% | +46.0% | -63.4% | -21.9% |
| YTD | +0.7% | +43.9% | -43.2% | -5.1% |
| 1Y | -5.9% | +45.4% | -51.3% | -11.6% |
| 3Y | +18.9% | +421.3% | -402.4% | -8.4% |
| 5Y | -62.9% | +261.5% | -324.4% | -70.7% |
| All | +34.4% | +1,813.2% | -1,778.9% | -12.7% |
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