+982.8%
PAAS vs THC
+622.5%
+360.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.0% |
| 7D | -0.4% | +5.9% | -6.3% | -1.0% |
| 30D | -11.6% | +10.8% | -22.5% | -12.6% |
| 3M | -15.6% | +9.4% | -25.0% | -16.4% |
| 6M | -19.1% | +53.3% | -72.4% | -22.9% |
| YTD | -20.9% | +44.2% | -65.1% | -24.3% |
| 1Y | +21.3% | +37.3% | -16.0% | +16.6% |
| 3Y | +177.4% | +421.6% | -244.2% | +130.7% |
| 5Y | +71.3% | +279.8% | -208.5% | +44.2% |
| 10Y | +181.5% | +1,513.9% | -1,332.4% | +90.4% |
| All | +982.8% | +622.5% | +360.2% | +586.0% |
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 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