+23,761.0%
PH vs THC
+508.9%
+23,252.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -3.2% | +1.3% | -4.5% | -3.5% |
| 3M | +10.6% | +64.2% | -53.7% | +0.7% |
| 6M | -2.1% | +8.3% | -10.4% | -4.3% |
| YTD | +10.2% | +33.4% | -23.2% | +3.4% |
| 1Y | +28.2% | +37.7% | -9.4% | +19.2% |
| 3Y | +134.9% | +236.8% | -101.9% | +82.7% |
| 5Y | +253.6% | +249.3% | +4.4% | +164.8% |
| 10Y | +804.7% | +995.2% | -190.5% | +399.6% |
| All | +23,761.0% | +508.9% | +23,252.1% | +9,904.9% |
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