+1,329.5%
THC vs DAR
+268.8%
+1,060.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | +3.7% | -9.9% | +13.6% | +8.5% |
| 30D | +9.0% | -16.4% | +25.4% | +17.5% |
| 3M | +10.4% | -17.1% | +27.5% | +18.4% |
| 6M | +45.7% | -20.5% | +66.1% | +57.2% |
| YTD | +42.6% | +39.4% | +3.2% | +15.5% |
| 1Y | +38.8% | +57.2% | -18.5% | +5.6% |
| 3Y | +418.8% | +13.9% | +405.0% | +322.8% |
| 5Y | +275.7% | -40.8% | +316.5% | +317.0% |
| All | +1,329.5% | +268.8% | +1,060.7% | +431.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling