+19.0%
MSCI vs THC
+46.1%
-27.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.6% | -4.2% | +4.8% |
| 7D | +11.5% | +8.8% | +2.6% | +10.9% |
| 30D | +22.1% | +12.6% | +9.4% | +21.3% |
| 3M | +18.4% | +15.4% | +3.1% | +17.7% |
| 6M | +16.6% | +57.7% | -41.0% | +15.8% |
| YTD | +18.8% | +47.1% | -28.2% | +18.9% |
| 1Y | +19.0% | +40.7% | -21.7% | +19.0% |
| All | +19.0% | +46.1% | -27.2% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling