+51.4%
PYPL vs THC
+348.6%
-297.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | +2.7% | -0.7% | +3.3% | +2.8% |
| 30D | -4.9% | +1.3% | -6.2% | -5.1% |
| 3M | +28.9% | +64.2% | -35.4% | +18.8% |
| 6M | +18.2% | +8.3% | +10.0% | +16.0% |
| YTD | -5.0% | +33.4% | -38.4% | -10.3% |
| 1Y | -18.8% | +37.7% | -56.5% | -23.9% |
| 3Y | -12.6% | +236.8% | -249.4% | -30.7% |
| 5Y | -80.8% | +249.3% | -330.0% | -85.3% |
| 10Y | +49.9% | +995.2% | -945.3% | -11.1% |
| All | +51.4% | +348.6% | -297.2% | +24.1% |
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