+463.2%
THC vs DAR
+1,334.0%
-870.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +3.7% | -9.9% | +13.6% | +4.8% |
| 30D | +9.0% | -16.4% | +25.4% | +10.9% |
| 3M | +10.4% | -17.1% | +27.5% | +12.2% |
| 6M | +45.7% | -20.5% | +66.1% | +48.3% |
| YTD | +42.6% | +39.4% | +3.2% | +36.7% |
| 1Y | +38.8% | +57.2% | -18.5% | +31.4% |
| 3Y | +418.8% | +13.9% | +405.0% | +401.3% |
| 5Y | +275.7% | -40.8% | +316.5% | +284.8% |
| 10Y | +1,496.2% | +276.2% | +1,220.0% | +1,315.7% |
| All | +463.2% | +1,334.0% | -870.8% | +356.6% |
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