+1,800.1%
THC vs CAPR
-64.9%
+1,865.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | +1.8% |
| 7D | +7.5% | +36.0% | -28.6% | +6.8% |
| 30D | +9.6% | +25.8% | -16.2% | +9.0% |
| 3M | +10.3% | +140.8% | -130.6% | +7.7% |
| 6M | +51.8% | -67.6% | +119.4% | +52.8% |
| YTD | +45.4% | -65.9% | +111.3% | +45.9% |
| 1Y | +40.8% | +66.1% | -25.3% | +28.5% |
| 3Y | +448.8% | +256.9% | +191.9% | +355.8% |
| 5Y | +263.4% | +172.1% | +91.3% | +197.9% |
| 10Y | +1,800.1% | -64.7% | +1,864.8% | +1,353.7% |
| All | +1,800.1% | -64.9% | +1,865.0% | +1,353.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling