+474.7%
NDAQ vs THC
+1,421.6%
-947.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.8% | +3.7% | -2.9% | +0.4% |
| 30D | +16.5% | +9.0% | +7.5% | +15.4% |
| 3M | +13.5% | +10.4% | +3.1% | +12.2% |
| 6M | +20.9% | +45.7% | -24.7% | +15.8% |
| YTD | +11.4% | +42.6% | -31.2% | +6.4% |
| 1Y | +25.9% | +38.8% | -12.8% | +20.5% |
| 3Y | +119.9% | +418.8% | -299.0% | +80.0% |
| 5Y | +61.7% | +275.7% | -213.9% | +33.9% |
| All | +474.7% | +1,421.6% | -947.0% | +315.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling