-54.1%
KHC vs THC
+1,325.8%
-1,379.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | -2.0% | +7.5% | -9.5% | -2.7% |
| 30D | +9.7% | +9.6% | +0.1% | +8.8% |
| 3M | -2.0% | +10.3% | -12.3% | -2.9% |
| 6M | +5.4% | +51.8% | -46.4% | +1.3% |
| YTD | +5.9% | +45.4% | -39.5% | +1.8% |
| 1Y | +7.5% | +40.8% | -33.3% | +3.5% |
| 3Y | -12.4% | +448.8% | -461.2% | -26.6% |
| 5Y | -15.8% | +263.4% | -279.2% | -28.3% |
| 10Y | -54.1% | +1,800.1% | -1,854.1% | -66.2% |
| All | -54.1% | +1,325.8% | -1,379.8% | -66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling