+523.3%
ON vs THC
+1,813.2%
-1,289.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +12.2% | +1.0% | +11.3% | +12.0% |
| 30D | -3.1% | +5.3% | -8.4% | -4.8% |
| 3M | -12.9% | +7.1% | -20.0% | -15.0% |
| 6M | -38.6% | +46.0% | -84.6% | -46.6% |
| YTD | +31.2% | +43.9% | -12.7% | +13.8% |
| 1Y | +47.6% | +45.4% | +2.2% | +27.2% |
| 3Y | +6.6% | +421.3% | -414.7% | -41.3% |
| 5Y | +21.3% | +261.5% | -240.2% | -28.3% |
| All | +523.3% | +1,813.2% | -1,289.9% | +113.0% |
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