-1.6%
ORLY vs THC
+46.1%
-47.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.6% | -7.0% | +2.1% |
| 7D | +2.1% | +8.8% | -6.7% | +1.6% |
| 30D | +10.1% | +12.6% | -2.6% | +9.4% |
| 3M | +0.6% | +15.4% | -14.8% | -0.1% |
| 6M | -1.7% | +57.7% | -59.4% | -2.5% |
| YTD | +1.2% | +47.1% | -45.8% | +0.9% |
| 1Y | -1.6% | +40.7% | -42.3% | -1.8% |
| All | -1.6% | +46.1% | -47.7% | -1.8% |
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