+642.3%
LYB vs THC
+995.6%
-353.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -1.0% |
| 7D | -3.1% | +4.1% | -7.2% | -4.0% |
| 30D | +4.0% | +3.5% | +0.5% | +3.1% |
| 3M | +2.4% | +61.7% | -59.3% | -9.6% |
| 6M | -1.4% | +11.8% | -13.3% | -5.9% |
| YTD | +53.9% | +35.4% | +18.5% | +39.6% |
| 1Y | +26.1% | +37.0% | -10.9% | +13.6% |
| 3Y | -21.0% | +260.1% | -281.1% | -45.9% |
| 5Y | -0.7% | +262.6% | -263.3% | -35.9% |
| 10Y | +49.3% | +1,039.2% | -990.0% | -38.1% |
| All | +642.3% | +995.6% | -353.3% | +207.1% |
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