+40,501.7%
LOW vs THC
+566.8%
+39,934.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +8.7% | +8.8% | -0.2% | +7.2% |
| 30D | +25.5% | +10.0% | +15.4% | +23.5% |
| 3M | +6.6% | +11.7% | -5.1% | +4.6% |
| 6M | +2.4% | +52.5% | -50.0% | -4.8% |
| YTD | -1.7% | +46.1% | -47.8% | -8.5% |
| 1Y | +1.7% | +49.1% | -47.4% | -5.8% |
| 3Y | +26.6% | +439.6% | -413.1% | -6.8% |
| 5Y | +10.1% | +263.2% | -253.0% | -16.2% |
| 10Y | +303.3% | +1,900.5% | -1,597.2% | +107.4% |
| All | +40,501.7% | +566.8% | +39,934.9% | +15,481.5% |
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