+13.7%
MSCI vs THC
+50.5%
-36.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.7% |
| 7D | +1.5% | +7.5% | -6.0% | +1.0% |
| 30D | +14.4% | +9.6% | +4.8% | +13.8% |
| 3M | +15.2% | +10.3% | +4.9% | +14.6% |
| 6M | +11.2% | +51.8% | -40.6% | +10.5% |
| YTD | +13.9% | +45.4% | -31.5% | +14.1% |
| All | +13.7% | +50.5% | -36.9% | +13.8% |
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