+1,800.1%
THC vs DD
+105.4%
+1,694.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | -1.5% |
| 7D | +7.5% | +9.8% | -2.3% | +1.0% |
| 30D | +9.6% | +19.3% | -9.8% | -2.2% |
| 3M | +10.3% | +9.4% | +0.9% | +3.3% |
| 6M | +51.8% | +4.8% | +47.0% | +45.1% |
| YTD | +45.4% | +30.2% | +15.2% | +19.7% |
| 1Y | +40.8% | +32.2% | +8.6% | +14.5% |
| 3Y | +448.8% | +93.1% | +355.7% | +229.8% |
| 5Y | +263.4% | +68.0% | +195.4% | +134.5% |
| 10Y | +1,800.1% | +98.5% | +1,701.6% | +844.1% |
| All | +1,800.1% | +105.4% | +1,694.7% | +844.1% |
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