+54,688.5%
ORLY vs THC
+1,214.8%
+53,473.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -5.9% | +1.3% | -7.2% | -6.1% |
| 3M | -0.6% | +64.2% | -64.8% | -6.1% |
| 6M | -6.8% | +8.3% | -15.0% | -8.0% |
| YTD | -3.6% | +33.4% | -37.0% | -7.3% |
| 1Y | -16.3% | +37.7% | -54.0% | -20.0% |
| 3Y | +39.1% | +236.8% | -197.6% | +18.1% |
| 5Y | +125.4% | +249.3% | -123.8% | +86.2% |
| 10Y | +366.5% | +995.2% | -628.7% | +208.0% |
| All | +54,688.5% | +1,214.8% | +53,473.7% | +31,494.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling