+1,644.1%
THC vs CAPR
-65.7%
+1,709.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | -0.2% |
| 7D | +1.0% | +5.9% | -4.9% | +0.8% |
| 30D | +5.3% | +44.6% | -39.3% | +4.4% |
| 3M | +7.1% | +126.4% | -119.3% | +4.8% |
| 6M | +46.0% | -68.6% | +114.6% | +47.0% |
| YTD | +43.9% | -67.0% | +110.9% | +44.3% |
| 1Y | +45.4% | +65.2% | -19.7% | +32.9% |
| 3Y | +421.3% | +235.6% | +185.7% | +335.4% |
| 5Y | +261.5% | +175.4% | +86.0% | +197.2% |
| All | +1,644.1% | -65.7% | +1,709.8% | +1,194.0% |
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