+10,718.8%
JPM vs THC
+563.9%
+10,155.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.9% |
| 7D | +0.4% | +7.5% | -7.0% | -0.9% |
| 30D | +2.7% | +9.6% | -6.8% | +0.9% |
| 3M | -3.8% | +10.3% | -14.1% | -5.7% |
| 6M | +14.3% | +51.8% | -37.5% | +4.7% |
| YTD | +8.2% | +45.4% | -37.2% | -0.7% |
| 1Y | +11.0% | +40.8% | -29.8% | +2.2% |
| 3Y | +152.7% | +448.8% | -296.2% | +73.9% |
| 5Y | +130.8% | +263.4% | -132.6% | +64.8% |
| 10Y | +506.0% | +1,800.1% | -1,294.1% | +169.9% |
| All | +10,718.8% | +563.9% | +10,155.0% | +3,649.1% |
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