+38.8%
THC vs CAPR
+43.1%
-4.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.7% | -1.1% |
| 7D | +3.7% | +41.1% | -37.4% | +4.0% |
| 30D | +9.0% | +11.1% | -2.1% | +9.2% |
| 3M | +10.4% | +115.3% | -104.9% | +11.4% |
| 6M | +45.7% | -73.8% | +119.5% | +45.2% |
| YTD | +42.6% | -68.8% | +111.4% | +42.4% |
| 1Y | +38.8% | +43.3% | -4.6% | +42.2% |
| All | +38.8% | +43.1% | -4.3% | +42.2% |
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