+5,241.4%
O vs THC
+608.7%
+4,632.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +3.7% | +3.7% | 0.0% | +3.1% |
| 30D | +11.2% | +9.0% | +2.1% | +9.7% |
| 3M | -4.0% | +10.4% | -14.4% | -5.5% |
| 6M | -5.2% | +45.7% | -50.9% | -10.8% |
| YTD | +9.5% | +42.6% | -33.1% | +2.9% |
| 1Y | +10.6% | +38.8% | -28.2% | +4.1% |
| 3Y | +38.1% | +418.8% | -380.7% | +4.6% |
| 5Y | +10.2% | +275.7% | -265.4% | -15.3% |
| 10Y | +71.4% | +1,496.2% | -1,424.8% | -4.0% |
| All | +5,241.4% | +608.7% | +4,632.7% | +2,330.6% |
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