+138.3%
PH vs THC
+436.4%
-298.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | +6.9% | +0.2% | +6.6% | +6.8% |
| 30D | +1.7% | +9.0% | -7.3% | 0.0% |
| 3M | -8.1% | +12.9% | -21.1% | -10.4% |
| 6M | +11.5% | +52.8% | -41.3% | +1.7% |
| YTD | +11.4% | +47.4% | -36.1% | +1.8% |
| 1Y | +14.1% | +47.7% | -33.6% | +4.0% |
| All | +138.3% | +436.4% | -298.1% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling