-86.9%
OPEN vs THC
+1,309.8%
-1,396.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.1% |
| 7D | -21.7% | +7.5% | -29.1% | -23.6% |
| 30D | -36.5% | +9.6% | -46.0% | -38.5% |
| 3M | -59.5% | +10.3% | -69.8% | -61.0% |
| 6M | -71.9% | +51.8% | -123.7% | -76.7% |
| YTD | -75.8% | +45.4% | -121.2% | -79.9% |
| 1Y | -78.5% | +40.8% | -119.3% | -81.9% |
| 3Y | -30.2% | +448.8% | -479.0% | -69.3% |
| 5Y | -93.3% | +263.4% | -356.7% | -96.7% |
| All | -86.9% | +1,309.8% | -1,396.7% | -93.6% |
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 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