+16.3%
MO vs THC
+54.0%
-37.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.3% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +8.0% | +9.0% | -1.0% | +6.8% |
| 3M | +20.9% | +12.9% | +8.0% | +18.9% |
| 6M | +16.3% | +52.8% | -36.5% | +13.3% |
| All | +16.3% | +54.0% | -37.6% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling