+163.8%
ON vs THC
+329.3%
-165.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -11.7% | +3.7% | -15.4% | -12.5% |
| 30D | -23.3% | +9.0% | -32.3% | -24.9% |
| 3M | -19.2% | +10.4% | -29.6% | -21.3% |
| 6M | -40.1% | +45.7% | -85.8% | -46.1% |
| YTD | +16.9% | +42.6% | -25.7% | +5.3% |
| 1Y | +29.7% | +38.8% | -9.0% | +17.3% |
| 3Y | -4.4% | +418.8% | -423.2% | -37.8% |
| 5Y | +7.1% | +275.7% | -268.6% | -27.1% |
| 10Y | +447.2% | +1,496.2% | -1,049.0% | +141.3% |
| All | +163.8% | +329.3% | -165.5% | -8.9% |
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