+376.0%
NDAQ vs THC
+952.2%
-576.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | -2.6% | -2.6% | 0.0% | -2.3% |
| 30D | +0.5% | -1.2% | +1.6% | +0.6% |
| 3M | +9.9% | +58.9% | -49.0% | +4.5% |
| 6M | +8.2% | +9.3% | -1.1% | +6.7% |
| YTD | -1.5% | +30.4% | -31.9% | -4.9% |
| 1Y | +1.3% | +34.6% | -33.3% | -2.8% |
| 3Y | +92.6% | +246.7% | -154.1% | +64.5% |
| 5Y | +53.8% | +244.5% | -190.7% | +28.6% |
| 10Y | +376.0% | +950.1% | -574.1% | +252.0% |
| All | +376.0% | +952.2% | -576.3% | +252.0% |
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