-53.3%
PODD vs THC
+274.4%
-327.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.1% | -5.9% |
| 7D | -2.1% | +3.7% | -5.8% | -3.0% |
| 30D | +9.0% | +9.0% | 0.0% | +6.7% |
| 3M | +5.2% | +10.4% | -5.2% | +2.5% |
| 6M | -3.2% | +45.7% | -48.8% | -13.0% |
| YTD | -48.5% | +42.6% | -91.0% | -54.1% |
| 1Y | -54.7% | +38.8% | -93.5% | -59.4% |
| 3Y | -7.8% | +418.8% | -426.6% | -47.6% |
| All | -53.3% | +274.4% | -327.6% | -71.3% |
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