+11,186.3%
JPM vs THC
+508.9%
+10,677.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +0.3% | -0.7% | +0.9% | +0.4% |
| 30D | -0.2% | +1.3% | -1.4% | -0.5% |
| 3M | +15.9% | +64.2% | -48.4% | +4.8% |
| 6M | +20.9% | +8.3% | +12.7% | +18.0% |
| YTD | +12.9% | +33.4% | -20.5% | +5.4% |
| 1Y | +20.3% | +37.7% | -17.4% | +11.2% |
| 3Y | +160.9% | +236.8% | -75.8% | +96.9% |
| 5Y | +154.8% | +249.3% | -94.4% | +82.9% |
| 10Y | +591.1% | +995.2% | -404.2% | +237.7% |
| All | +11,186.3% | +508.9% | +10,677.4% | +3,879.9% |
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