+57.4%
MAR vs THC
+46.1%
+11.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.6% | -7.5% | +0.7% |
| 7D | +7.7% | +8.8% | -1.1% | +6.4% |
| 30D | +19.4% | +12.6% | +6.7% | +17.3% |
| 3M | +23.3% | +15.4% | +8.0% | +20.7% |
| 6M | +22.8% | +57.7% | -34.8% | +15.5% |
| YTD | +37.8% | +47.1% | -9.3% | +32.0% |
| 1Y | +57.4% | +40.7% | +16.7% | +51.7% |
| All | +57.4% | +46.1% | +11.2% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling