+973.9%
THC vs CAPR
-75.3%
+1,049.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -0.7% | -2.0% | +1.3% | -0.6% |
| 30D | +1.3% | +139.2% | -137.9% | -1.0% |
| 3M | +64.2% | -66.4% | +130.6% | +65.5% |
| 6M | +8.3% | -63.1% | +71.4% | +8.7% |
| YTD | +33.4% | -67.4% | +100.8% | +34.1% |
| 1Y | +37.7% | +58.2% | -20.6% | +25.3% |
| 3Y | +236.8% | +42.2% | +194.6% | +189.4% |
| 5Y | +249.3% | +87.3% | +162.0% | +189.4% |
| All | +973.9% | -75.3% | +1,049.2% | +766.6% |
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