+10.4%
LOW vs THC
+256.0%
-245.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -1.7% | -0.7% | -1.1% | -1.6% |
| 30D | -7.0% | +1.3% | -8.3% | -7.3% |
| 3M | -0.9% | +64.2% | -65.1% | -10.8% |
| 6M | -20.1% | +8.3% | -28.3% | -22.0% |
| YTD | -13.9% | +33.4% | -47.3% | -19.7% |
| 1Y | -21.1% | +37.7% | -58.8% | -27.3% |
| 3Y | -6.6% | +236.8% | -243.4% | -31.9% |
| All | +10.4% | +256.0% | -245.6% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling