-71.4%
QS vs THC
+44.1%
-115.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.1% | -5.8% | -7.9% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -5.8% | +7.5% | -13.3% | -5.4% |
| 3M | -39.2% | +7.5% | -46.7% | -38.8% |
| 6M | -53.9% | +46.4% | -100.4% | -51.3% |
| YTD | -62.8% | +44.4% | -107.1% | -61.0% |
| All | -71.4% | +44.1% | -115.5% | -70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling