+415.4%
MAR vs THC
+952.2%
-536.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.7% |
| 7D | -1.7% | -2.6% | +0.8% | -1.1% |
| 30D | -6.9% | -1.2% | -5.7% | -6.7% |
| 3M | -15.8% | +58.9% | -74.8% | -25.3% |
| 6M | +1.9% | +9.3% | -7.4% | -1.3% |
| YTD | +6.6% | +30.4% | -23.8% | -1.7% |
| 1Y | +23.7% | +34.6% | -10.9% | +12.6% |
| 3Y | +64.6% | +246.7% | -182.1% | +13.5% |
| 5Y | +156.4% | +244.5% | -88.2% | +68.6% |
| 10Y | +415.4% | +950.1% | -534.7% | +130.9% |
| All | +415.4% | +952.2% | -536.9% | +130.9% |
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