-44.6%
QS vs THC
+812.7%
-857.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -2.3% | -0.7% | -1.7% | -2.1% |
| 30D | -0.7% | +1.3% | -2.0% | -1.2% |
| 3M | -39.6% | +64.2% | -103.9% | -50.5% |
| 6M | -21.7% | +8.3% | -30.0% | -25.3% |
| YTD | -47.4% | +33.4% | -80.8% | -54.3% |
| 1Y | -28.4% | +37.7% | -66.0% | -38.9% |
| 3Y | -22.6% | +236.8% | -259.4% | -59.6% |
| 5Y | -75.6% | +249.3% | -324.8% | -88.1% |
| All | -44.6% | +812.7% | -857.4% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling