+6.3%
MSCI vs THC
+287.8%
-281.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.3% |
| 7D | +6.0% | +5.9% | +0.2% | +4.8% |
| 30D | +18.2% | +10.8% | +7.4% | +15.8% |
| 3M | +15.1% | +9.4% | +5.7% | +12.9% |
| 6M | +13.7% | +53.3% | -39.5% | +3.3% |
| YTD | +15.6% | +44.2% | -28.6% | +5.5% |
| 1Y | +16.3% | +37.3% | -21.0% | +7.1% |
| 3Y | +36.9% | +421.6% | -384.7% | -16.0% |
| 5Y | +6.3% | +279.8% | -273.5% | -32.2% |
| All | +6.3% | +287.8% | -281.5% | -32.2% |
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