+281.3%
P vs THC
+250.3%
+30.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +18.8% | +1.3% | +17.6% | +18.5% |
| 3M | +26.7% | +64.2% | -37.5% | +10.0% |
| 6M | +62.2% | +8.3% | +53.9% | +57.4% |
| YTD | +48.5% | +33.4% | +15.1% | +34.7% |
| 1Y | +26.4% | +37.7% | -11.3% | +13.1% |
| 3Y | +159.4% | +236.8% | -77.4% | +73.1% |
| All | +281.3% | +250.3% | +30.9% | +148.0% |
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