+2,327.9%
NDAQ vs THC
+36.9%
+2,291.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -1.9% |
| 7D | -2.4% | -0.7% | -1.8% | -2.4% |
| 30D | +2.5% | +1.3% | +1.2% | +2.2% |
| 3M | +9.9% | +64.2% | -54.3% | +2.3% |
| 6M | +9.4% | +8.3% | +1.2% | +7.6% |
| YTD | +0.4% | +33.4% | -33.0% | -4.5% |
| 1Y | +4.0% | +37.7% | -33.6% | -1.8% |
| 3Y | +94.4% | +236.8% | -142.4% | +58.7% |
| 5Y | +56.7% | +249.3% | -192.5% | +23.6% |
| 10Y | +375.3% | +995.2% | -620.0% | +177.6% |
| All | +2,327.9% | +36.9% | +2,291.0% | +1,190.3% |
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