+479.7%
NDAQ vs THC
+1,879.5%
-1,399.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | 0.0% | +0.2% | -0.3% | 0.0% |
| 30D | +16.3% | +9.0% | +7.3% | +15.2% |
| 3M | +15.8% | +12.9% | +2.9% | +14.2% |
| 6M | +24.8% | +52.8% | -28.0% | +18.7% |
| YTD | +14.1% | +47.4% | -33.4% | +8.3% |
| 1Y | +26.5% | +47.7% | -21.2% | +20.0% |
| 3Y | +119.1% | +444.7% | -325.5% | +76.9% |
| 5Y | +70.9% | +269.3% | -198.3% | +40.5% |
| 10Y | +479.7% | +1,913.5% | -1,433.8% | +316.4% |
| All | +479.7% | +1,879.5% | -1,399.8% | +316.4% |
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