+302.5%
PSX vs THC
+258.4%
+44.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | +7.8% | +1.0% | +6.9% | +7.7% |
| 30D | -10.9% | +5.3% | -16.2% | -11.4% |
| 3M | +14.5% | +7.1% | +7.4% | +13.5% |
| 6M | +56.1% | +46.0% | +10.1% | +48.8% |
| YTD | +109.6% | +43.9% | +65.6% | +98.9% |
| 1Y | +95.5% | +45.4% | +50.1% | +85.0% |
| 3Y | +156.2% | +421.3% | -265.1% | +100.7% |
| All | +302.5% | +258.4% | +44.1% | +223.7% |
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 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