+7,256.1%
QLD vs THC
+915.8%
+6,340.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.0% | -10.7% | -12.2% |
| 7D | -18.6% | +5.9% | -24.4% | -19.9% |
| 30D | -28.3% | +10.8% | -39.1% | -30.4% |
| 3M | -20.4% | +9.4% | -29.8% | -22.6% |
| 6M | -14.3% | +53.3% | -67.5% | -25.5% |
| YTD | +2.8% | +44.2% | -41.4% | -9.9% |
| 1Y | -1.2% | +37.3% | -38.5% | -12.3% |
| 3Y | +135.3% | +421.6% | -286.3% | +38.4% |
| 5Y | +62.6% | +279.8% | -217.3% | +2.1% |
| 10Y | +1,384.3% | +1,513.9% | -129.6% | +406.1% |
| All | +7,256.1% | +915.8% | +6,340.3% | +2,063.4% |
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