+152.5%
JPM vs THC
+258.2%
-105.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.5% | -0.2% |
| 7D | -0.4% | +4.1% | -4.5% | -1.0% |
| 30D | -1.4% | +3.5% | -4.9% | -1.9% |
| 3M | +13.9% | +61.7% | -47.8% | +6.5% |
| 6M | +23.5% | +11.8% | +11.7% | +21.1% |
| YTD | +11.6% | +35.4% | -23.8% | +6.3% |
| 1Y | +21.4% | +37.0% | -15.6% | +15.0% |
| 3Y | +163.4% | +260.1% | -96.6% | +109.3% |
| 5Y | +152.5% | +262.6% | -110.1% | +98.6% |
| All | +152.5% | +258.2% | -105.7% | +98.6% |
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