+22,650.5%
PH vs THC
+550.9%
+22,099.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.0% |
| 7D | +2.0% | +3.7% | -1.7% | +1.2% |
| 30D | -3.7% | +9.0% | -12.7% | -5.3% |
| 3M | -14.0% | +10.4% | -24.4% | -15.8% |
| 6M | +2.1% | +45.7% | -43.6% | -5.4% |
| YTD | +5.1% | +42.6% | -37.5% | -2.8% |
| 1Y | +10.9% | +38.8% | -27.8% | +2.9% |
| 3Y | +132.9% | +418.8% | -285.9% | +67.9% |
| 5Y | +200.1% | +275.7% | -75.6% | +121.6% |
| 10Y | +783.8% | +1,496.2% | -712.4% | +360.5% |
| All | +22,650.5% | +550.9% | +22,099.6% | +9,300.8% |
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