+69.5%
PR vs THC
+40.9%
+28.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.5% |
| 7D | +2.9% | -0.7% | +3.6% | +2.9% |
| 30D | +18.0% | +1.3% | +16.8% | +18.2% |
| 3M | +16.9% | +64.2% | -47.4% | +21.2% |
| 6M | +28.2% | +8.3% | +19.9% | +31.1% |
| YTD | +69.3% | +33.4% | +36.0% | +72.8% |
| 1Y | +69.5% | +37.7% | +31.8% | +72.7% |
| All | +69.5% | +40.9% | +28.6% | +72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling