+65.2%
PR vs THC
+1,421.6%
-1,356.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | -16.4% | +3.7% | -20.1% | -17.8% |
| 30D | -1.9% | +9.0% | -10.9% | -5.3% |
| 3M | +8.0% | +10.4% | -2.4% | +3.3% |
| 6M | +4.1% | +45.7% | -41.6% | -11.5% |
| YTD | +58.7% | +42.6% | +16.1% | +33.5% |
| 1Y | +75.8% | +38.8% | +37.1% | +48.6% |
| 3Y | +73.2% | +418.8% | -345.7% | -17.0% |
| 5Y | +230.1% | +275.7% | -45.5% | +66.0% |
| All | +65.2% | +1,421.6% | -1,356.5% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling