+686.6%
P vs THC
+1,421.6%
-735.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | -23.8% | +3.7% | -27.5% | -24.6% |
| 30D | -36.6% | +9.0% | -45.7% | -38.1% |
| 3M | +10.9% | +10.4% | +0.5% | +7.8% |
| 6M | +30.0% | +45.7% | -15.7% | +16.8% |
| YTD | +44.4% | +42.6% | +1.8% | +29.1% |
| 1Y | +3.9% | +38.8% | -34.8% | -6.5% |
| 3Y | +176.6% | +418.8% | -242.2% | +74.6% |
| 5Y | +249.3% | +275.7% | -26.4% | +129.0% |
| All | +686.6% | +1,421.6% | -735.1% | +248.8% |
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