-49.5%
ORCL vs THC
+46.1%
-95.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.6% | -11.5% | -1.3% |
| 7D | -14.4% | +8.8% | -23.2% | -13.9% |
| 30D | -12.8% | +12.6% | -25.5% | -12.1% |
| 3M | -14.8% | +15.4% | -30.2% | -13.8% |
| 6M | -30.9% | +57.7% | -88.6% | -26.8% |
| YTD | -35.7% | +47.1% | -82.7% | -32.4% |
| 1Y | -49.5% | +40.7% | -90.2% | -47.0% |
| All | -49.5% | +46.1% | -95.6% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling