+1,900.5%
THC vs DD
+100.9%
+1,799.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | +8.8% | +2.2% | +6.6% | +7.2% |
| 30D | +10.0% | +20.7% | -10.6% | -2.4% |
| 3M | +11.7% | +11.3% | +0.4% | +3.5% |
| 6M | +52.5% | +6.0% | +46.5% | +44.8% |
| YTD | +46.1% | +31.7% | +14.4% | +19.4% |
| 1Y | +49.1% | +32.2% | +16.9% | +21.3% |
| 3Y | +439.6% | +92.7% | +347.0% | +225.0% |
| 5Y | +263.2% | +72.1% | +191.0% | +130.6% |
| 10Y | +1,900.5% | +99.7% | +1,800.8% | +882.1% |
| All | +1,900.5% | +100.9% | +1,799.6% | +882.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling