+233.8%
LOW vs THC
+1,002.8%
-768.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.8% |
| 7D | -0.6% | +4.1% | -4.7% | -1.3% |
| 30D | -9.3% | +3.5% | -12.8% | -9.9% |
| 3M | -8.1% | +61.7% | -69.8% | -16.0% |
| 6M | -19.8% | +11.8% | -31.6% | -21.9% |
| YTD | -16.4% | +35.4% | -51.8% | -21.6% |
| 1Y | -24.7% | +37.0% | -61.7% | -29.8% |
| 3Y | -8.8% | +260.1% | -268.9% | -30.3% |
| 5Y | +7.8% | +262.6% | -254.8% | -20.6% |
| 10Y | +233.8% | +1,039.2% | -805.4% | +87.1% |
| All | +233.8% | +1,002.8% | -768.9% | +87.1% |
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 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