+3,116.5%
MAR vs THC
+190.7%
+2,925.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +4.3% | +3.7% | +0.6% | +3.5% |
| 30D | +16.8% | +9.0% | +7.8% | +14.7% |
| 3M | +16.0% | +10.4% | +5.6% | +13.6% |
| 6M | +16.5% | +45.7% | -29.2% | +7.3% |
| YTD | +35.0% | +42.6% | -7.5% | +24.2% |
| 1Y | +49.4% | +38.8% | +10.6% | +37.8% |
| 3Y | +124.1% | +418.8% | -294.8% | +54.9% |
| 5Y | +159.2% | +275.7% | -116.5% | +84.2% |
| 10Y | +553.9% | +1,496.2% | -942.3% | +215.4% |
| All | +3,116.5% | +190.7% | +2,925.8% | +1,373.6% |
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