+10,478.8%
JPM vs THC
+550.9%
+9,927.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.6% |
| 7D | -0.8% | +3.7% | -4.4% | -1.5% |
| 30D | +1.5% | +9.0% | -7.6% | -0.2% |
| 3M | -5.7% | +10.4% | -16.1% | -7.6% |
| 6M | +7.2% | +45.7% | -38.4% | -1.0% |
| YTD | +5.8% | +42.6% | -36.8% | -2.6% |
| 1Y | +8.8% | +38.8% | -30.0% | +0.5% |
| 3Y | +147.4% | +418.8% | -271.4% | +72.0% |
| 5Y | +125.3% | +275.7% | -150.3% | +59.7% |
| 10Y | +540.5% | +1,496.2% | -955.7% | +191.7% |
| All | +10,478.8% | +550.9% | +9,927.9% | +3,579.5% |
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