+49.1%
THC vs CAPR
+47.8%
+1.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.9% | +10.4% | +0.3% |
| 7D | +8.8% | +7.6% | +1.2% | +8.9% |
| 30D | +10.0% | +13.3% | -3.2% | +10.2% |
| 3M | +11.7% | +130.4% | -118.7% | +12.8% |
| 6M | +52.5% | -70.8% | +123.3% | +52.1% |
| YTD | +46.1% | -69.3% | +115.3% | +45.9% |
| 1Y | +49.1% | +59.5% | -10.4% | +53.1% |
| All | +49.1% | +47.8% | +1.3% | +53.1% |
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