+259.3%
THC vs CGNX
+49.8%
+209.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.6% |
| 7D | -0.5% | +3.2% | -3.7% | -1.1% |
| 30D | -1.2% | +6.0% | -7.2% | -2.3% |
| 3M | +52.3% | +3.5% | +48.7% | +49.8% |
| 6M | +12.4% | +26.3% | -13.9% | +5.7% |
| YTD | +32.7% | +79.2% | -46.5% | +13.5% |
| 1Y | +36.4% | +43.8% | -7.4% | +22.3% |
| 3Y | +259.3% | +52.0% | +207.3% | +200.3% |
| All | +259.3% | +49.8% | +209.5% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 3y: compounded portfolio wealth divided by compounded CGNX 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…
3y analysis · Full analysis span regression · 6 months rolling