+655.3%
P vs THC
+1,879.5%
-1,224.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.2% |
| 7D | -4.7% | +0.2% | -5.0% | -4.7% |
| 30D | -31.4% | +9.0% | -40.4% | -33.0% |
| 3M | -2.6% | +12.9% | -15.6% | -5.9% |
| 6M | +21.9% | +52.8% | -30.9% | +7.9% |
| YTD | +58.9% | +47.4% | +11.5% | +40.5% |
| 1Y | +21.7% | +47.7% | -26.0% | +7.6% |
| 3Y | +193.3% | +444.7% | -251.3% | +80.0% |
| 5Y | +275.1% | +269.3% | +5.9% | +143.3% |
| 10Y | +655.3% | +1,913.5% | -1,258.2% | +195.1% |
| All | +655.3% | +1,879.5% | -1,224.2% | +195.1% |
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