+20.5%
JD vs THC
+450.2%
-429.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | +5.2% | +8.8% | -3.6% | +4.3% |
| 30D | +4.5% | +10.0% | -5.5% | +3.4% |
| 3M | -15.4% | +11.7% | -27.1% | -16.4% |
| 6M | -6.0% | +52.5% | -58.5% | -10.3% |
| YTD | +2.2% | +46.1% | -43.9% | -2.4% |
| 1Y | -6.7% | +49.1% | -55.8% | -11.2% |
| 3Y | +20.5% | +439.6% | -419.1% | +0.2% |
| All | +20.5% | +450.2% | -429.6% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling