+269.3%
THC vs CAPR
+219.7%
+49.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +26.5% | -25.6% | +0.9% |
| 7D | +0.2% | +25.8% | -25.5% | +0.2% |
| 30D | +9.0% | +50.2% | -41.2% | +9.0% |
| 3M | +12.9% | +185.5% | -172.6% | +12.8% |
| 6M | +52.8% | -64.8% | +117.7% | +53.1% |
| YTD | +47.4% | -61.1% | +108.6% | +47.6% |
| 1Y | +47.7% | +81.0% | -33.2% | +45.4% |
| 3Y | +444.7% | +300.7% | +143.9% | +360.9% |
| 5Y | +269.3% | +223.3% | +45.9% | +213.8% |
| All | +269.3% | +219.7% | +49.6% | +213.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling