-18.6%
ORLY vs THC
+33.0%
-51.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -7.6% | +1.5% | -9.2% | -7.7% |
| 3M | -5.5% | +59.9% | -65.4% | -5.6% |
| 6M | -9.7% | +11.0% | -20.7% | -9.8% |
| YTD | -6.2% | +32.6% | -38.8% | -6.3% |
| 1Y | -18.6% | +37.4% | -56.0% | -19.1% |
| All | -18.6% | +33.0% | -51.7% | -19.1% |
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