+345.8%
PSX vs THC
+1,325.8%
-979.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.5% |
| 7D | -8.0% | +7.5% | -15.5% | -9.6% |
| 30D | -9.0% | +9.6% | -18.6% | -10.9% |
| 3M | +24.7% | +10.3% | +14.5% | +21.8% |
| 6M | +49.3% | +51.8% | -2.5% | +34.6% |
| YTD | +100.2% | +45.4% | +54.8% | +80.4% |
| 1Y | +88.8% | +40.8% | +48.0% | +70.9% |
| 3Y | +152.5% | +448.8% | -296.3% | +60.9% |
| 5Y | +283.2% | +263.4% | +19.8% | +154.0% |
| 10Y | +345.8% | +1,800.1% | -1,454.3% | +91.2% |
| All | +345.8% | +1,325.8% | -979.9% | +91.2% |
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 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