-7.5%
MSCI vs THC
+250.3%
-257.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +0.6% | +1.3% | -0.7% | +0.3% |
| 3M | -7.1% | +64.2% | -71.3% | -16.6% |
| 6M | +0.8% | +8.3% | -7.4% | -1.5% |
| YTD | +1.0% | +33.4% | -32.4% | -6.3% |
| 1Y | +4.3% | +37.7% | -33.4% | -4.7% |
| 3Y | +9.9% | +236.8% | -226.8% | -23.6% |
| All | -7.5% | +250.3% | -257.8% | -38.8% |
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 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