-62.4%
JD vs THC
+258.4%
-320.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.5% |
| 3M | -4.7% | +7.1% | -11.9% | -6.2% |
| 6M | -17.4% | +46.0% | -63.4% | -23.7% |
| YTD | +0.7% | +43.9% | -43.2% | -7.5% |
| 1Y | -5.9% | +45.4% | -51.3% | -13.9% |
| 3Y | +18.9% | +421.3% | -402.4% | -23.8% |
| All | -62.4% | +258.4% | -320.7% | -75.2% |
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 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