-62.8%
QS vs THC
+885.0%
-947.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.1% |
| 7D | -14.0% | +1.0% | -15.0% | -14.2% |
| 30D | -6.4% | +5.3% | -11.7% | -7.9% |
| 3M | -40.3% | +7.1% | -47.4% | -41.8% |
| 6M | -57.5% | +46.0% | -103.5% | -63.7% |
| YTD | -64.7% | +43.9% | -108.6% | -70.1% |
| 1Y | -72.9% | +45.4% | -118.3% | -77.2% |
| 3Y | -33.5% | +421.3% | -454.7% | -71.4% |
| 5Y | -90.5% | +261.5% | -352.0% | -95.4% |
| All | -62.8% | +885.0% | -947.8% | -88.0% |
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