+345.0%
PSX vs THC
+250.3%
+94.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +31.1% |
| 6M | +56.8% | +8.3% | +48.5% | +55.2% |
| YTD | +101.8% | +33.4% | +68.4% | +93.6% |
| 1Y | +99.6% | +37.7% | +61.9% | +90.1% |
| 3Y | +140.3% | +236.8% | -96.4% | +99.8% |
| All | +345.0% | +250.3% | +94.6% | +267.2% |
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