+1,102.3%
PSX vs THC
+1,311.1%
-208.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.6% |
| 7D | -8.0% | +7.5% | -15.5% | -9.5% |
| 30D | -9.0% | +9.6% | -18.6% | -10.9% |
| 3M | +24.7% | +10.3% | +14.5% | +21.9% |
| 6M | +49.3% | +51.8% | -2.5% | +35.2% |
| YTD | +100.2% | +45.4% | +54.8% | +81.2% |
| 1Y | +88.8% | +40.8% | +48.0% | +71.6% |
| 3Y | +152.5% | +448.8% | -296.3% | +65.2% |
| 5Y | +283.2% | +263.4% | +19.8% | +160.1% |
| 10Y | +345.8% | +1,800.1% | -1,454.3% | +90.1% |
| All | +1,102.3% | +1,311.1% | -208.9% | +413.3% |
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