+707.9%
P vs THC
+1,325.8%
-617.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +5.8% |
| 7D | -9.6% | +7.5% | -17.1% | -11.3% |
| 30D | -33.4% | +9.6% | -43.0% | -35.1% |
| 3M | +14.2% | +10.3% | +4.0% | +11.1% |
| 6M | +31.6% | +51.8% | -20.2% | +16.7% |
| YTD | +53.5% | +45.4% | +8.0% | +36.2% |
| 1Y | +14.2% | +40.8% | -26.6% | +2.1% |
| 3Y | +190.5% | +448.8% | -258.3% | +78.4% |
| 5Y | +256.3% | +263.4% | -7.0% | +132.6% |
| 10Y | +707.9% | +1,800.1% | -1,092.2% | +231.6% |
| All | +707.9% | +1,325.8% | -617.9% | +231.6% |
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 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