+56.4%
JD vs THC
+507.6%
-451.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.3% | +3.6% |
| 7D | +11.7% | +5.9% | +5.9% | +10.8% |
| 30D | +8.1% | +10.8% | -2.8% | +6.4% |
| 3M | -12.0% | +9.4% | -21.4% | -13.3% |
| 6M | -3.5% | +53.3% | -56.8% | -9.8% |
| YTD | +3.3% | +44.2% | -40.8% | -3.0% |
| 1Y | -7.4% | +37.3% | -44.7% | -12.6% |
| 3Y | +16.6% | +421.6% | -405.0% | -11.3% |
| 5Y | -57.9% | +279.8% | -337.7% | -67.3% |
| 10Y | +32.6% | +1,513.9% | -1,481.3% | -24.9% |
| All | +56.4% | +507.6% | -451.1% | +10.4% |
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