+1.3%
NDAQ vs THC
+32.5%
-31.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | -2.6% | -2.6% | 0.0% | -2.4% |
| 30D | +0.5% | -1.2% | +1.6% | +0.5% |
| 3M | +9.9% | +58.9% | -49.0% | +9.8% |
| 6M | +8.2% | +9.3% | -1.1% | +5.2% |
| YTD | -1.5% | +30.4% | -31.9% | -1.9% |
| 1Y | +1.3% | +34.6% | -33.3% | +0.9% |
| All | +1.3% | +32.5% | -31.1% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling