+94.5%
QQQ vs THC
+258.2%
-163.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -1.0% |
| 7D | +1.0% | +4.1% | -3.1% | +0.2% |
| 30D | -0.6% | +3.5% | -4.2% | -1.3% |
| 3M | +1.3% | +61.7% | -60.4% | -8.4% |
| 6M | +18.1% | +11.8% | +6.3% | +14.8% |
| YTD | +16.9% | +35.4% | -18.5% | +8.7% |
| 1Y | +24.0% | +37.0% | -13.0% | +14.5% |
| 3Y | +95.6% | +260.1% | -164.5% | +39.8% |
| 5Y | +94.5% | +262.6% | -168.1% | +35.1% |
| All | +94.5% | +258.2% | -163.7% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling