+62.8%
META vs THC
+250.3%
-187.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +6.7% | -0.7% | +7.4% | +6.9% |
| 30D | +4.8% | +1.3% | +3.5% | +4.3% |
| 3M | -1.6% | +64.2% | -65.9% | -14.8% |
| 6M | -7.5% | +8.3% | -15.7% | -10.4% |
| YTD | -6.4% | +33.4% | -39.8% | -15.0% |
| 1Y | -17.3% | +37.7% | -55.0% | -26.1% |
| 3Y | +109.9% | +236.8% | -126.9% | +36.6% |
| All | +62.8% | +250.3% | -187.5% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling