+39.5%
PL vs THC
+266.8%
-227.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +5.6% | +8.8% | -3.2% | +2.8% |
| 30D | -16.9% | +10.0% | -27.0% | -19.6% |
| 3M | -38.2% | +11.7% | -49.9% | -40.7% |
| 6M | -63.4% | +52.5% | -115.9% | -69.0% |
| YTD | -27.6% | +46.1% | -73.7% | -38.9% |
| 1Y | +6.6% | +49.1% | -42.5% | -10.8% |
| 3Y | +557.6% | +439.6% | +118.0% | +222.6% |
| 5Y | +39.5% | +263.2% | -223.7% | -22.1% |
| All | +39.5% | +266.8% | -227.3% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling