+24.3%
P vs THC
+44.8%
-20.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.5% | +3.4% |
| 7D | +17.8% | +0.1% | +17.7% | +17.8% |
| 30D | -29.9% | +7.5% | -37.3% | -29.9% |
| 3M | -1.2% | +7.5% | -8.7% | -1.1% |
| 6M | +32.1% | +46.4% | -14.3% | +29.1% |
| YTD | +64.3% | +44.4% | +19.9% | +55.8% |
| 1Y | +24.3% | +43.4% | -19.2% | +18.3% |
| All | +24.3% | +44.8% | -20.5% | +18.3% |
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