+5,947.5%
OMC vs THC
+508.9%
+5,438.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -6.4% | -0.7% | -5.8% | -6.3% |
| 30D | +1.1% | +1.3% | -0.2% | +0.9% |
| 3M | +10.4% | +64.2% | -53.8% | +3.6% |
| 6M | -1.7% | +8.3% | -10.0% | -3.1% |
| YTD | +4.4% | +33.4% | -28.9% | -0.2% |
| 1Y | +8.4% | +37.7% | -29.2% | +3.0% |
| 3Y | +14.4% | +236.8% | -222.4% | -4.7% |
| 5Y | +33.9% | +249.3% | -215.4% | +8.4% |
| 10Y | +34.9% | +995.2% | -960.4% | -13.1% |
| All | +5,947.5% | +508.9% | +5,438.7% | +3,360.6% |
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