-87.0%
OPEN vs THC
+1,282.1%
-1,369.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.1% | -20.7% | -21.3% |
| 7D | -22.2% | +3.7% | -25.9% | -23.0% |
| 30D | -38.3% | +9.0% | -47.4% | -40.2% |
| 3M | -59.4% | +10.4% | -69.8% | -60.9% |
| 6M | -74.4% | +45.7% | -120.0% | -78.4% |
| YTD | -76.0% | +42.6% | -118.6% | -79.9% |
| 1Y | -78.7% | +38.8% | -117.4% | -81.9% |
| 3Y | -30.0% | +418.8% | -448.8% | -68.5% |
| 5Y | -93.7% | +275.7% | -369.4% | -96.9% |
| All | -87.0% | +1,282.1% | -1,369.1% | -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 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