+838.7%
PODD vs THC
+942.6%
-103.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.8% |
| 7D | -2.5% | +7.5% | -10.0% | -3.9% |
| 30D | +10.7% | +9.6% | +1.2% | +8.7% |
| 3M | +6.1% | +10.3% | -4.1% | +3.9% |
| 6M | -2.8% | +51.8% | -54.6% | -11.7% |
| YTD | -47.3% | +45.4% | -92.7% | -52.1% |
| 1Y | -53.2% | +40.8% | -94.0% | -57.2% |
| 3Y | -2.0% | +448.8% | -450.8% | -34.4% |
| 5Y | -52.9% | +263.4% | -316.3% | -66.7% |
| 10Y | +321.1% | +1,800.1% | -1,479.0% | +73.0% |
| All | +838.7% | +942.6% | -103.9% | +147.3% |
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 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