+366.7%
THC vs A
+539.8%
-173.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.5% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +7.5% | +0.8% | +6.7% | +7.2% |
| 3M | +7.5% | +16.9% | -9.4% | +3.1% |
| 6M | +46.4% | +53.8% | -7.3% | +29.8% |
| YTD | +44.4% | +28.1% | +16.3% | +33.6% |
| 1Y | +43.4% | +15.0% | +28.4% | +36.5% |
| 3Y | +433.3% | +63.1% | +370.2% | +358.8% |
| 5Y | +262.5% | +11.5% | +251.1% | +242.3% |
| 10Y | +1,871.5% | +303.2% | +1,568.4% | +1,336.0% |
| All | +366.7% | +539.8% | -173.1% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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