+1,071.9%
THC vs DBX
+11.7%
+1,060.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +8.8% | -7.3% | +16.2% | +11.7% |
| 30D | +10.0% | -5.7% | +15.7% | +12.2% |
| 3M | +11.7% | -6.3% | +18.0% | +13.5% |
| 6M | +52.5% | +12.1% | +40.4% | +44.5% |
| YTD | +46.1% | +16.5% | +29.5% | +35.0% |
| 1Y | +49.1% | +6.1% | +43.0% | +42.5% |
| 3Y | +439.6% | +21.8% | +417.9% | +368.6% |
| 5Y | +263.2% | +19.1% | +244.0% | +211.6% |
| All | +1,071.9% | +11.7% | +1,060.1% | +782.1% |
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