+147.8%
PR vs THC
+796.3%
-648.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.2% |
| 7D | -16.5% | +5.9% | -22.4% | -18.4% |
| 30D | -4.5% | +10.8% | -15.3% | -8.2% |
| 3M | +8.5% | +9.4% | -0.9% | +4.4% |
| 6M | -3.3% | +53.3% | -56.6% | -18.7% |
| YTD | +55.7% | +44.2% | +11.6% | +31.4% |
| 1Y | +82.0% | +37.3% | +44.7% | +55.5% |
| 3Y | +62.5% | +421.6% | -359.1% | -19.6% |
| 5Y | +223.9% | +279.8% | -55.9% | +67.7% |
| 10Y | +64.2% | +1,513.9% | -1,449.6% | -44.7% |
| All | +147.8% | +796.3% | -648.5% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling