-57.1%
JD vs THC
+274.4%
-331.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +13.4% | +3.7% | +9.7% | +12.5% |
| 30D | +7.7% | +9.0% | -1.3% | +5.9% |
| 3M | -11.3% | +10.4% | -21.7% | -13.1% |
| 6M | -5.1% | +45.7% | -50.8% | -12.4% |
| YTD | +5.0% | +42.6% | -37.5% | -3.3% |
| 1Y | -5.6% | +38.8% | -44.4% | -12.8% |
| 3Y | +17.8% | +418.8% | -401.1% | -24.0% |
| All | -57.1% | +274.4% | -331.5% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling