+33,471.1%
ORCL vs THC
+508.9%
+32,962.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +5.3% | -0.7% | +5.9% | +5.3% |
| 30D | +10.0% | +1.3% | +8.7% | +9.8% |
| 3M | -32.6% | +64.2% | -96.8% | -37.3% |
| 6M | +4.9% | +8.3% | -3.3% | +3.0% |
| YTD | -17.8% | +33.4% | -51.1% | -21.9% |
| 1Y | -28.0% | +37.7% | -65.7% | -32.2% |
| 3Y | +36.0% | +236.8% | -200.8% | +11.7% |
| 5Y | +88.7% | +249.3% | -160.5% | +50.1% |
| 10Y | +346.9% | +995.2% | -648.3% | +167.0% |
| All | +33,471.1% | +508.9% | +32,962.3% | +12,330.4% |
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 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