+81.9%
META vs THC
+274.4%
-192.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | -0.8% | +3.7% | -4.5% | -1.8% |
| 30D | -15.4% | +9.0% | -24.5% | -17.4% |
| 3M | +3.5% | +10.4% | -6.9% | +0.5% |
| 6M | -0.3% | +45.7% | -45.9% | -11.0% |
| YTD | -7.3% | +42.6% | -49.9% | -17.6% |
| 1Y | -1.1% | +38.8% | -39.8% | -11.6% |
| 3Y | +95.1% | +418.8% | -323.8% | +8.9% |
| All | +81.9% | +274.4% | -192.5% | +6.6% |
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 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