+837.2%
THC vs CAPR
-99.1%
+936.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +64.2% | -66.4% | +130.6% | +65.1% |
| 6M | +8.3% | -63.1% | +71.4% | +8.6% |
| YTD | +33.4% | -67.4% | +100.8% | +33.9% |
| 1Y | +37.7% | +58.2% | -20.6% | +29.3% |
| 3Y | +236.8% | +42.2% | +194.6% | +207.5% |
| 5Y | +249.3% | +87.3% | +162.0% | +213.4% |
| 10Y | +995.2% | -75.3% | +1,070.5% | +824.7% |
| All | +837.2% | -99.1% | +936.3% | +684.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling