+1,112.1%
PSX vs THC
+1,194.2%
-82.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +4.5% | -0.7% | +5.2% | +4.7% |
| 30D | +26.6% | +1.3% | +25.3% | +26.2% |
| 3M | +39.3% | +64.2% | -25.0% | +24.5% |
| 6M | +56.8% | +8.3% | +48.5% | +52.1% |
| YTD | +101.8% | +33.4% | +68.4% | +86.4% |
| 1Y | +99.6% | +37.7% | +61.9% | +82.2% |
| 3Y | +140.3% | +236.8% | -96.4% | +74.8% |
| 5Y | +339.3% | +249.3% | +90.1% | +199.7% |
| 10Y | +369.9% | +995.2% | -625.4% | +119.8% |
| All | +1,112.1% | +1,194.2% | -82.1% | +428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling