+1,520.2%
QLD vs THC
+1,879.5%
-359.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.4% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -15.7% | +9.0% | -24.7% | -17.8% |
| 3M | -10.0% | +12.9% | -23.0% | -13.3% |
| 6M | -11.2% | +52.8% | -64.1% | -22.6% |
| YTD | +16.4% | +47.4% | -31.1% | +1.6% |
| 1Y | +12.7% | +47.7% | -35.1% | -1.8% |
| 3Y | +152.3% | +444.7% | -292.4% | +46.5% |
| 5Y | +91.8% | +269.3% | -177.5% | +20.8% |
| 10Y | +1,520.2% | +1,913.5% | -393.3% | +586.6% |
| All | +1,520.2% | +1,879.5% | -359.3% | +586.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling