+277.8%
PSX vs THC
+274.4%
+3.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -13.1% | +3.7% | -16.8% | -13.5% |
| 30D | -9.5% | +9.0% | -18.6% | -10.4% |
| 3M | +20.2% | +10.4% | +9.8% | +18.8% |
| 6M | +44.9% | +45.7% | -0.8% | +38.1% |
| YTD | +94.4% | +42.6% | +51.8% | +84.7% |
| 1Y | +83.1% | +38.8% | +44.3% | +74.2% |
| 3Y | +132.2% | +418.8% | -286.7% | +81.7% |
| All | +277.8% | +274.4% | +3.4% | +190.2% |
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