+11.1%
PL vs THC
+287.8%
-276.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.0% | -8.1% | -9.5% |
| 7D | -20.5% | +5.9% | -26.4% | -22.1% |
| 30D | -38.8% | +10.8% | -49.6% | -40.9% |
| 3M | -49.1% | +9.4% | -58.6% | -50.9% |
| 6M | -69.4% | +53.3% | -122.6% | -74.1% |
| YTD | -42.3% | +44.2% | -86.5% | -51.1% |
| 1Y | -14.2% | +37.3% | -51.5% | -26.0% |
| 3Y | +398.7% | +421.6% | -22.9% | +148.0% |
| 5Y | +11.1% | +279.8% | -268.7% | -40.7% |
| All | +11.1% | +287.8% | -276.6% | -40.7% |
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