+37.0%
ORLY vs THC
+258.2%
-221.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.6% | +0.1% |
| 7D | -1.0% | +4.1% | -5.1% | -1.2% |
| 30D | -6.7% | +3.5% | -10.2% | -6.8% |
| 3M | -3.8% | +61.7% | -65.6% | -5.3% |
| 6M | -9.0% | +11.8% | -20.9% | -9.4% |
| YTD | -5.6% | +35.4% | -41.0% | -6.6% |
| 1Y | -19.5% | +37.0% | -56.5% | -20.4% |
| All | +37.0% | +258.2% | -221.2% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling