+535.7%
ON vs THC
+1,758.3%
-1,222.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.1% | +8.8% | -13.0% | -6.6% |
| 30D | -10.2% | +10.0% | -20.3% | -13.0% |
| 3M | -12.7% | +11.7% | -24.4% | -16.0% |
| 6M | -32.5% | +52.5% | -85.0% | -42.1% |
| YTD | +28.6% | +46.1% | -17.5% | +11.0% |
| 1Y | +43.4% | +49.1% | -5.7% | +22.7% |
| 3Y | +3.3% | +439.6% | -436.3% | -43.6% |
| 5Y | +22.5% | +263.2% | -240.6% | -27.5% |
| 10Y | +535.7% | +1,900.5% | -1,364.8% | +116.0% |
| All | +535.7% | +1,758.3% | -1,222.6% | +116.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling