-93.6%
OPEN vs THC
+274.4%
-368.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.1% | -20.7% | -21.2% |
| 7D | -22.2% | +3.7% | -25.9% | -23.3% |
| 30D | -38.3% | +9.0% | -47.4% | -40.8% |
| 3M | -59.4% | +10.4% | -69.8% | -61.4% |
| 6M | -74.4% | +45.7% | -120.0% | -79.6% |
| YTD | -76.0% | +42.6% | -118.6% | -81.2% |
| 1Y | -78.7% | +38.8% | -117.4% | -83.0% |
| 3Y | -30.0% | +418.8% | -448.8% | -79.7% |
| All | -93.6% | +274.4% | -368.0% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling