+359.4%
ORLY vs THC
+1,021.1%
-661.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -7.6% | +1.5% | -9.2% | -7.8% |
| 3M | -5.5% | +59.9% | -65.4% | -10.4% |
| 6M | -9.7% | +11.0% | -20.7% | -11.1% |
| YTD | -6.2% | +32.6% | -38.8% | -9.7% |
| 1Y | -18.6% | +37.4% | -56.0% | -22.2% |
| 3Y | +33.8% | +252.5% | -218.7% | +12.6% |
| 5Y | +116.5% | +262.3% | -145.8% | +77.3% |
| All | +359.4% | +1,021.1% | -661.8% | +222.9% |
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