+436.0%
META vs THC
+1,758.3%
-1,322.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +3.3% | +8.8% | -5.6% | +1.8% |
| 30D | -10.8% | +10.0% | -20.8% | -12.2% |
| 3M | +7.9% | +11.7% | -3.8% | +5.8% |
| 6M | +5.4% | +52.5% | -47.1% | -2.5% |
| YTD | -2.6% | +46.1% | -48.7% | -9.6% |
| 1Y | +1.9% | +49.1% | -47.2% | -5.9% |
| 3Y | +97.0% | +439.6% | -342.7% | +44.8% |
| 5Y | +97.6% | +263.2% | -165.5% | +50.3% |
| 10Y | +436.0% | +1,900.5% | -1,464.4% | +226.1% |
| All | +436.0% | +1,758.3% | -1,322.3% | +226.1% |
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 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