+39.1%
O vs THC
+423.7%
-384.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -0.4% | +1.0% | -1.3% | -0.5% |
| 30D | +7.1% | +5.3% | +1.8% | +6.6% |
| 3M | -5.2% | +7.1% | -12.3% | -5.9% |
| 6M | -1.8% | +46.0% | -47.8% | -5.2% |
| YTD | +9.1% | +43.9% | -34.9% | +5.1% |
| 1Y | +9.7% | +45.4% | -35.8% | +5.6% |
| 3Y | +39.1% | +421.3% | -382.1% | +7.5% |
| All | +39.1% | +423.7% | -384.5% | +7.5% |
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