+223.9%
PR vs THC
+287.8%
-63.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.5% |
| 7D | -16.5% | +5.9% | -22.4% | -17.6% |
| 30D | -4.5% | +10.8% | -15.3% | -6.6% |
| 3M | +8.5% | +9.4% | -0.9% | +6.1% |
| 6M | -3.3% | +53.3% | -56.6% | -13.1% |
| YTD | +55.7% | +44.2% | +11.6% | +40.4% |
| 1Y | +82.0% | +37.3% | +44.7% | +65.7% |
| 3Y | +62.5% | +421.6% | -359.1% | -3.0% |
| 5Y | +223.9% | +279.8% | -55.9% | +100.2% |
| All | +223.9% | +287.8% | -63.9% | +100.2% |
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 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