+370.1%
PSX vs THC
+952.2%
-582.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.8% | +2.0% |
| 7D | +2.8% | -2.6% | +5.4% | +3.3% |
| 30D | +27.8% | -1.2% | +28.9% | +28.0% |
| 3M | +42.0% | +58.9% | -16.9% | +27.8% |
| 6M | +58.1% | +9.3% | +48.8% | +53.0% |
| YTD | +105.0% | +30.4% | +74.7% | +90.2% |
| 1Y | +104.9% | +34.6% | +70.3% | +87.8% |
| 3Y | +134.1% | +246.7% | -112.6% | +68.4% |
| 5Y | +363.8% | +244.5% | +119.3% | +215.5% |
| 10Y | +370.1% | +950.1% | -580.0% | +130.7% |
| All | +370.1% | +952.2% | -582.1% | +130.7% |
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