+10.7%
O vs THC
+274.4%
-263.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +3.7% | +3.7% | 0.0% | +3.2% |
| 30D | +11.2% | +9.0% | +2.1% | +10.0% |
| 3M | -4.0% | +10.4% | -14.4% | -5.2% |
| 6M | -5.2% | +45.7% | -50.9% | -9.7% |
| YTD | +9.5% | +42.6% | -33.1% | +4.2% |
| 1Y | +10.6% | +38.8% | -28.2% | +5.5% |
| 3Y | +38.1% | +418.8% | -380.7% | +7.0% |
| All | +10.7% | +274.4% | -263.7% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling