-61.3%
JD vs THC
+250.3%
-311.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.4% |
| 3M | -3.2% | +64.2% | -67.4% | -12.1% |
| 6M | +15.2% | +8.3% | +7.0% | +12.8% |
| YTD | +2.0% | +33.4% | -31.4% | -4.5% |
| 1Y | -5.4% | +37.7% | -43.0% | -12.2% |
| 3Y | -9.1% | +236.8% | -245.9% | -33.4% |
| All | -61.3% | +250.3% | -311.6% | -74.0% |
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