+426.8%
THC vs DAR
+1,762.6%
-1,335.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.7% |
| 7D | -0.7% | +1.4% | -2.0% | -0.8% |
| 30D | +1.3% | +12.8% | -11.5% | -0.1% |
| 3M | +64.2% | +7.4% | +56.9% | +62.5% |
| 6M | +8.3% | +22.3% | -14.0% | +5.5% |
| YTD | +33.4% | +81.1% | -47.7% | +24.7% |
| 1Y | +37.7% | +106.5% | -68.8% | +26.8% |
| 3Y | +236.8% | +5.3% | +231.5% | +228.1% |
| 5Y | +249.3% | -11.5% | +260.8% | +244.3% |
| 10Y | +995.2% | +353.3% | +641.9% | +851.9% |
| All | +426.8% | +1,762.6% | -1,335.7% | +316.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling