+449.1%
PL vs THC
+238.5%
+210.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.4% |
| 7D | -9.3% | -0.7% | -8.7% | -9.2% |
| 30D | -18.9% | +1.3% | -20.2% | -19.3% |
| 3M | -58.4% | +64.2% | -122.6% | -64.9% |
| 6M | -30.3% | +8.3% | -38.6% | -32.1% |
| YTD | -8.1% | +33.4% | -41.5% | -18.5% |
| 1Y | +180.5% | +37.7% | +142.8% | +142.8% |
| All | +449.1% | +238.5% | +210.6% | +128.1% |
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