+40.7%
THC vs CAPR
+47.4%
-6.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +8.3% | +1.3% | +9.7% |
| 7D | +8.8% | +43.2% | -34.3% | +9.2% |
| 30D | +12.6% | +14.7% | -2.0% | +12.8% |
| 3M | +15.4% | +113.9% | -98.5% | +16.4% |
| 6M | +57.7% | -73.4% | +131.0% | +57.2% |
| YTD | +47.1% | -69.1% | +116.2% | +46.9% |
| 1Y | +40.7% | +47.2% | -6.5% | +44.1% |
| All | +40.7% | +47.4% | -6.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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