+137.1%
PSX vs THC
+244.5%
-107.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +4.5% | -0.7% | +5.2% | +4.6% |
| 30D | +26.6% | +1.3% | +25.3% | +26.4% |
| 3M | +39.3% | +64.2% | -25.0% | +31.0% |
| 6M | +56.8% | +8.3% | +48.5% | +56.3% |
| YTD | +101.8% | +33.4% | +68.4% | +93.6% |
| 1Y | +99.6% | +37.7% | +61.9% | +89.6% |
| All | +137.1% | +244.5% | -107.3% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling