+254.0%
THC vs DD
+61.3%
+192.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | -0.7% | -3.5% | +2.9% | +1.0% |
| 30D | +1.3% | -10.3% | +11.6% | +6.4% |
| 3M | +64.2% | -7.5% | +71.8% | +69.8% |
| 6M | +8.3% | -8.0% | +16.3% | +11.4% |
| YTD | +33.4% | +10.5% | +22.9% | +24.9% |
| 1Y | +37.7% | +38.3% | -0.6% | +14.5% |
| 3Y | +236.8% | +42.5% | +194.3% | +167.7% |
| All | +254.0% | +61.3% | +192.7% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling