+256.5%
THC vs CASY
+266.7%
-10.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.0% | +3.6% | -2.6% | +0.3% |
| 30D | +5.3% | +9.1% | -3.7% | +3.6% |
| 3M | +7.1% | -16.5% | +23.6% | +10.6% |
| 6M | +46.0% | -19.7% | +65.7% | +51.4% |
| YTD | +43.9% | +29.3% | +14.7% | +30.6% |
| 1Y | +45.4% | +33.1% | +12.3% | +30.6% |
| 3Y | +421.3% | +158.5% | +262.8% | +266.7% |
| All | +256.5% | +266.7% | -10.1% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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