-4.4%
ON vs THC
+413.3%
-417.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -11.7% | +3.7% | -15.4% | -12.3% |
| 30D | -23.3% | +9.0% | -32.3% | -24.6% |
| 3M | -19.2% | +10.4% | -29.6% | -20.8% |
| 6M | -40.1% | +45.7% | -85.8% | -45.3% |
| YTD | +16.9% | +42.6% | -25.7% | +6.7% |
| 1Y | +29.7% | +38.8% | -9.0% | +18.8% |
| 3Y | -4.4% | +418.8% | -423.2% | -47.3% |
| All | -4.4% | +413.3% | -417.7% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling