+256.5%
THC vs DAR
-27.0%
+283.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +1.0% | +11.6% | -10.6% | -1.8% |
| 30D | +5.3% | -10.2% | +15.6% | +8.0% |
| 3M | +7.1% | -14.8% | +21.9% | +10.9% |
| 6M | +46.0% | -10.1% | +56.1% | +47.9% |
| YTD | +43.9% | +55.5% | -11.6% | +22.2% |
| 1Y | +45.4% | +61.7% | -16.2% | +21.8% |
| 3Y | +421.3% | +37.2% | +384.1% | +335.8% |
| All | +256.5% | -27.0% | +283.5% | +283.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling