+449.6%
P vs THC
+654.0%
-204.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.0% | -14.4% | -16.0% |
| 7D | -31.9% | +5.9% | -37.8% | -32.8% |
| 30D | -36.5% | +10.8% | -47.4% | -38.1% |
| 3M | +11.6% | +9.4% | +2.1% | +8.9% |
| 6M | +25.2% | +53.3% | -28.1% | +11.9% |
| YTD | +39.4% | +44.2% | -4.7% | +25.3% |
| 1Y | -3.7% | +37.3% | -41.0% | -12.5% |
| 3Y | +167.3% | +421.6% | -254.3% | +74.2% |
| 5Y | +237.3% | +279.8% | -42.5% | +127.5% |
| 10Y | +698.6% | +1,513.9% | -815.2% | +270.9% |
| All | +449.6% | +654.0% | -204.4% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling