+824.1%
PODD vs THC
+856.2%
-32.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +10.7% | +1.3% | +9.4% | +10.3% |
| 3M | +0.7% | +64.2% | -63.5% | -9.8% |
| 6M | -39.3% | +8.3% | -47.6% | -41.0% |
| YTD | -48.1% | +33.4% | -81.5% | -52.0% |
| 1Y | -57.4% | +37.7% | -95.1% | -61.0% |
| 3Y | -23.3% | +236.8% | -260.0% | -43.1% |
| 5Y | -51.3% | +249.3% | -300.5% | -65.3% |
| 10Y | +242.0% | +995.2% | -753.2% | +57.8% |
| All | +824.1% | +856.2% | -32.1% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling