+11.2%
P vs THC
+50.5%
-39.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +6.2% |
| 7D | -9.6% | +7.5% | -17.1% | -9.6% |
| 30D | -33.4% | +9.6% | -43.0% | -33.5% |
| 3M | +14.2% | +10.3% | +4.0% | +14.2% |
| 6M | +31.6% | +51.8% | -20.2% | +28.2% |
| YTD | +53.5% | +45.4% | +8.0% | +45.9% |
| All | +11.2% | +50.5% | -39.3% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling