-36.0%
PINS vs THC
+418.9%
-454.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.8% | -6.4% |
| 7D | -0.7% | +5.9% | -6.5% | -1.5% |
| 30D | -1.2% | +10.8% | -12.0% | -2.6% |
| 3M | -15.3% | +9.4% | -24.7% | -16.5% |
| 6M | -11.2% | +53.3% | -64.4% | -17.2% |
| YTD | -23.6% | +44.2% | -67.7% | -28.4% |
| 1Y | -23.1% | +37.3% | -60.5% | -27.4% |
| All | -36.0% | +418.9% | -454.9% | -54.9% |
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 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