+9.3%
ORCL vs THC
+418.9%
-409.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -4.9% | -6.7% |
| 7D | -17.5% | +5.9% | -23.4% | -17.9% |
| 30D | -20.2% | +10.8% | -31.0% | -21.0% |
| 3M | -19.9% | +9.4% | -29.4% | -20.7% |
| 6M | -37.4% | +53.3% | -90.7% | -40.2% |
| YTD | -40.1% | +44.2% | -84.3% | -42.7% |
| 1Y | -53.4% | +37.3% | -90.7% | -55.1% |
| All | +9.3% | +418.9% | -409.6% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling