+40.7%
THC vs DD
+49.3%
-8.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.8% | +11.4% | +9.9% |
| 7D | +8.8% | +8.7% | +0.2% | +6.6% |
| 30D | +12.6% | +15.3% | -2.7% | +8.5% |
| 3M | +15.4% | +5.9% | +9.4% | +13.8% |
| 6M | +57.7% | +11.6% | +46.1% | +51.9% |
| YTD | +47.1% | +26.5% | +20.5% | +36.1% |
| 1Y | +40.7% | +35.4% | +5.3% | +27.4% |
| All | +40.7% | +49.3% | -8.6% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling