+950.1%
THC vs DD
+69.4%
+880.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.1% |
| 7D | -2.6% | -0.6% | -2.0% | -2.2% |
| 30D | -1.2% | -7.4% | +6.2% | +3.4% |
| 3M | +58.9% | -6.4% | +65.4% | +64.8% |
| 6M | +9.3% | -2.5% | +11.8% | +9.2% |
| YTD | +30.4% | +10.2% | +20.1% | +19.7% |
| 1Y | +34.6% | +36.9% | -2.3% | +6.7% |
| 3Y | +246.7% | +47.0% | +199.6% | +149.9% |
| 5Y | +244.5% | +63.1% | +181.4% | +123.4% |
| 10Y | +950.1% | +68.2% | +881.9% | +473.9% |
| All | +950.1% | +69.4% | +880.7% | +473.9% |
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