+30.6%
ORCL vs THC
+274.4%
-243.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -11.2% | +3.7% | -14.8% | -11.6% |
| 30D | -18.8% | +9.0% | -27.9% | -19.9% |
| 3M | -18.8% | +10.4% | -29.2% | -20.0% |
| 6M | -39.7% | +45.7% | -85.4% | -43.3% |
| YTD | -39.6% | +42.6% | -82.2% | -43.4% |
| 1Y | -51.7% | +38.8% | -90.5% | -54.6% |
| 3Y | +10.2% | +418.8% | -408.6% | -21.4% |
| All | +30.6% | +274.4% | -243.8% | -0.7% |
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