+221.7%
PR vs THC
+274.4%
-52.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | -16.4% | +3.7% | -20.1% | -17.1% |
| 30D | -1.9% | +9.0% | -10.9% | -3.8% |
| 3M | +8.0% | +10.4% | -2.4% | +5.4% |
| 6M | +4.1% | +45.7% | -41.6% | -5.3% |
| YTD | +58.7% | +42.6% | +16.1% | +43.4% |
| 1Y | +75.8% | +38.8% | +37.1% | +59.5% |
| 3Y | +73.2% | +418.8% | -345.7% | +3.4% |
| All | +221.7% | +274.4% | -52.7% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling