+13.8%
MSCI vs THC
+44.8%
-31.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +16.2% | +7.5% | +8.7% | +15.7% |
| 3M | +16.1% | +7.5% | +8.6% | +15.7% |
| 6M | +12.9% | +46.4% | -33.5% | +12.3% |
| YTD | +14.8% | +44.4% | -29.5% | +15.1% |
| 1Y | +13.8% | +43.4% | -29.6% | +14.1% |
| All | +13.8% | +44.8% | -31.0% | +14.1% |
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