+1,644.1%
THC vs DD
+97.1%
+1,547.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +1.0% | +5.0% | -4.0% | -2.0% |
| 30D | +5.3% | +19.7% | -14.4% | -6.2% |
| 3M | +7.1% | +7.2% | -0.1% | +1.6% |
| 6M | +46.0% | +1.0% | +45.0% | +42.8% |
| YTD | +43.9% | +29.1% | +14.8% | +19.0% |
| 1Y | +45.4% | +28.5% | +17.0% | +20.4% |
| 3Y | +421.3% | +89.4% | +331.8% | +216.9% |
| 5Y | +261.5% | +67.1% | +194.3% | +133.7% |
| All | +1,644.1% | +97.1% | +1,547.0% | +709.7% |
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