+117.2%
NDAQ vs THC
+425.2%
-308.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +16.2% | +7.5% | +8.8% | +15.2% |
| 3M | +14.0% | +7.5% | +6.4% | +12.9% |
| 6M | +22.3% | +46.4% | -24.2% | +16.5% |
| YTD | +13.0% | +44.4% | -31.4% | +7.5% |
| 1Y | +24.0% | +43.4% | -19.4% | +17.9% |
| All | +117.2% | +425.2% | -308.0% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling