-21.3%
QS vs THC
+244.5%
-265.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -2.3% | -0.7% | -1.7% | -2.2% |
| 30D | -0.7% | +1.3% | -2.0% | -0.9% |
| 3M | -39.6% | +64.2% | -103.9% | -44.6% |
| 6M | -21.7% | +8.3% | -30.0% | -22.1% |
| YTD | -47.4% | +33.4% | -80.8% | -50.1% |
| 1Y | -28.4% | +37.7% | -66.0% | -32.8% |
| All | -21.3% | +244.5% | -265.8% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling