+2,593.6%
NDAQ vs THC
+46.3%
+2,547.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.8% | +3.7% | -2.9% | +0.3% |
| 30D | +16.5% | +9.0% | +7.5% | +15.1% |
| 3M | +13.5% | +10.4% | +3.1% | +11.8% |
| 6M | +20.9% | +45.7% | -24.7% | +14.2% |
| YTD | +11.4% | +42.6% | -31.2% | +4.9% |
| 1Y | +25.9% | +38.8% | -12.8% | +18.8% |
| 3Y | +119.9% | +418.8% | -299.0% | +69.0% |
| 5Y | +61.7% | +275.7% | -213.9% | +26.4% |
| 10Y | +481.6% | +1,496.2% | -1,014.6% | +220.8% |
| All | +2,593.6% | +46.3% | +2,547.2% | +1,316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling