+75.8%
PR vs THC
+35.6%
+40.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +1.8% |
| 7D | -16.4% | +3.7% | -20.1% | -15.8% |
| 30D | -1.9% | +9.0% | -10.9% | -0.6% |
| 3M | +8.0% | +10.4% | -2.4% | +9.7% |
| 6M | +4.1% | +45.7% | -41.6% | +8.4% |
| YTD | +58.7% | +42.6% | +16.1% | +64.2% |
| 1Y | +75.8% | +38.8% | +37.1% | +82.2% |
| All | +75.8% | +35.6% | +40.2% | +82.2% |
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