+469.3%
NDAQ vs THC
+1,325.8%
-856.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.1% |
| 7D | -0.1% | +7.5% | -7.6% | -0.9% |
| 30D | +15.9% | +9.6% | +6.3% | +14.6% |
| 3M | +15.1% | +10.3% | +4.8% | +13.7% |
| 6M | +22.9% | +51.8% | -28.9% | +16.9% |
| YTD | +12.8% | +45.4% | -32.6% | +7.4% |
| 1Y | +26.0% | +40.8% | -14.8% | +20.2% |
| 3Y | +119.7% | +448.8% | -329.1% | +77.3% |
| 5Y | +65.4% | +263.4% | -198.0% | +36.2% |
| 10Y | +469.3% | +1,800.1% | -1,330.8% | +307.6% |
| All | +469.3% | +1,325.8% | -856.5% | +307.6% |
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