+970.0%
THC vs DBX
+20.1%
+949.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.4% |
| 7D | -0.7% | -2.4% | +1.8% | +0.1% |
| 30D | +1.3% | -0.5% | +1.8% | +1.2% |
| 3M | +64.2% | +28.1% | +36.2% | +50.1% |
| 6M | +8.3% | +33.1% | -24.8% | -3.9% |
| YTD | +33.4% | +25.3% | +8.1% | +20.7% |
| 1Y | +37.7% | +18.3% | +19.3% | +26.4% |
| 3Y | +236.8% | +25.0% | +211.8% | +191.7% |
| 5Y | +249.3% | +7.5% | +241.7% | +210.1% |
| All | +970.0% | +20.1% | +949.9% | +688.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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