+167.1%
P vs THC
+418.9%
-251.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.0% | -14.4% | -16.0% |
| 7D | -31.9% | +5.9% | -37.8% | -32.6% |
| 30D | -36.5% | +10.8% | -47.4% | -37.8% |
| 3M | +11.6% | +9.4% | +2.1% | +9.4% |
| 6M | +25.2% | +53.3% | -28.1% | +12.6% |
| YTD | +39.4% | +44.2% | -4.7% | +25.7% |
| 1Y | -3.7% | +37.3% | -41.0% | -11.9% |
| All | +167.1% | +418.9% | -251.8% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling