+237.3%
P vs THC
+287.8%
-50.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.0% | -14.4% | -15.9% |
| 7D | -31.9% | +5.9% | -37.8% | -32.9% |
| 30D | -36.5% | +10.8% | -47.4% | -38.2% |
| 3M | +11.6% | +9.4% | +2.1% | +8.7% |
| 6M | +25.2% | +53.3% | -28.1% | +10.5% |
| YTD | +39.4% | +44.2% | -4.7% | +23.6% |
| 1Y | -3.7% | +37.3% | -41.0% | -13.4% |
| 3Y | +167.3% | +421.6% | -254.3% | +57.3% |
| 5Y | +237.3% | +279.8% | -42.5% | +116.9% |
| All | +237.3% | +287.8% | -50.5% | +116.9% |
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