+118.0%
ORLY vs THC
+258.2%
-140.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.6% | -0.1% |
| 7D | -1.0% | +4.1% | -5.1% | -1.4% |
| 30D | -6.7% | +3.5% | -10.2% | -7.0% |
| 3M | -3.8% | +61.7% | -65.6% | -8.2% |
| 6M | -9.0% | +11.8% | -20.9% | -10.2% |
| YTD | -5.6% | +35.4% | -41.0% | -8.8% |
| 1Y | -19.5% | +37.0% | -56.5% | -22.5% |
| 3Y | +34.7% | +260.1% | -225.3% | +12.8% |
| 5Y | +118.0% | +262.6% | -144.5% | +81.7% |
| All | +118.0% | +258.2% | -140.2% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling