+256.3%
P vs THC
+262.3%
-6.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +5.8% |
| 7D | -9.6% | +7.5% | -17.1% | -11.3% |
| 30D | -33.4% | +9.6% | -43.0% | -35.0% |
| 3M | +14.2% | +10.3% | +4.0% | +11.1% |
| 6M | +31.6% | +51.8% | -20.2% | +16.5% |
| YTD | +53.5% | +45.4% | +8.0% | +35.7% |
| 1Y | +14.2% | +40.8% | -26.6% | +1.9% |
| 3Y | +190.5% | +448.8% | -258.3% | +68.4% |
| 5Y | +256.3% | +263.4% | -7.0% | +132.7% |
| All | +256.3% | +262.3% | -6.0% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling