+275.4%
ORCL vs THC
+1,818.8%
-1,543.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | +10.4% | +0.1% | +10.2% | +10.4% |
| 30D | -11.2% | +7.5% | -18.7% | -12.0% |
| 3M | -16.8% | +7.5% | -24.3% | -17.5% |
| 6M | -31.5% | +46.4% | -77.9% | -34.8% |
| YTD | -33.9% | +44.4% | -78.3% | -37.3% |
| 1Y | -43.3% | +43.4% | -86.7% | -46.1% |
| 3Y | +16.5% | +433.3% | -416.8% | -6.8% |
| 5Y | +45.4% | +262.5% | -217.1% | +19.1% |
| All | +275.4% | +1,818.8% | -1,543.3% | +158.4% |
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