-14.2%
PL vs THC
+38.7%
-52.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.0% | -8.1% | -10.4% |
| 7D | -20.5% | +5.9% | -26.4% | -19.6% |
| 30D | -38.8% | +10.8% | -49.6% | -37.6% |
| 3M | -49.1% | +9.4% | -58.6% | -48.1% |
| 6M | -69.4% | +53.3% | -122.6% | -67.5% |
| YTD | -42.3% | +44.2% | -86.5% | -39.0% |
| 1Y | -14.2% | +37.3% | -51.5% | -8.4% |
| All | -14.2% | +38.7% | -52.9% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling