+737.3%
PH vs THC
+1,325.8%
-588.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.8% |
| 7D | +3.0% | +7.5% | -4.4% | +1.1% |
| 30D | -0.6% | +9.6% | -10.2% | -3.0% |
| 3M | -10.7% | +10.3% | -21.0% | -13.1% |
| 6M | +9.1% | +51.8% | -42.7% | -2.7% |
| YTD | +9.5% | +45.4% | -35.9% | -2.0% |
| 1Y | +14.0% | +40.8% | -26.8% | +2.6% |
| 3Y | +138.9% | +448.8% | -309.9% | +49.1% |
| 5Y | +209.1% | +263.4% | -54.2% | +103.6% |
| 10Y | +737.3% | +1,800.1% | -1,062.8% | +271.7% |
| All | +737.3% | +1,325.8% | -588.5% | +271.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling