+485.4%
P vs THC
+597.7%
-112.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 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% | +12.0% |
| 6M | +62.2% | +8.3% | +53.9% | +57.3% |
| YTD | +48.5% | +33.4% | +15.1% | +36.3% |
| 1Y | +26.4% | +37.7% | -11.3% | +14.8% |
| 3Y | +159.4% | +236.8% | -77.4% | +86.9% |
| 5Y | +275.8% | +249.3% | +26.5% | +158.7% |
| 10Y | +732.0% | +995.2% | -263.2% | +302.5% |
| All | +485.4% | +597.7% | -112.3% | +178.8% |
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