-73.0%
QS vs THC
+248.0%
-321.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.7% |
| 7D | +2.2% | -2.6% | +4.7% | +3.0% |
| 30D | -8.1% | -1.2% | -6.9% | -7.9% |
| 3M | -27.0% | +58.9% | -85.9% | -38.9% |
| 6M | -16.4% | +9.3% | -25.8% | -20.3% |
| YTD | -46.4% | +30.4% | -76.7% | -52.7% |
| 1Y | -41.1% | +34.6% | -75.7% | -49.0% |
| 3Y | -18.6% | +246.7% | -265.3% | -59.5% |
| 5Y | -73.0% | +244.5% | -317.6% | -86.0% |
| All | -73.0% | +248.0% | -321.0% | -86.0% |
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 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