+59.0%
JD vs THC
+500.9%
-441.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +13.4% | +3.7% | +9.7% | +12.7% |
| 30D | +7.7% | +9.0% | -1.3% | +6.3% |
| 3M | -11.3% | +10.4% | -21.7% | -12.7% |
| 6M | -5.1% | +45.7% | -50.8% | -10.7% |
| YTD | +5.0% | +42.6% | -37.5% | -1.2% |
| 1Y | -5.6% | +38.8% | -44.4% | -11.1% |
| 3Y | +17.8% | +418.8% | -401.1% | -10.4% |
| 5Y | -57.2% | +275.7% | -332.8% | -66.7% |
| 10Y | +34.8% | +1,496.2% | -1,461.4% | -23.5% |
| All | +59.0% | +500.9% | -441.9% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling