+540.5%
THC vs DD
+1,082.4%
-541.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | +3.7% | +4.6% | -0.9% | +1.3% |
| 30D | +9.0% | +11.8% | -2.7% | +3.5% |
| 3M | +10.4% | +2.2% | +8.2% | +8.6% |
| 6M | +45.7% | -1.6% | +47.3% | +45.1% |
| YTD | +42.6% | +23.0% | +19.6% | +28.1% |
| 1Y | +38.8% | +26.9% | +11.8% | +22.8% |
| 3Y | +418.8% | +77.9% | +340.9% | +286.3% |
| 5Y | +275.7% | +59.9% | +215.8% | +190.5% |
| 10Y | +1,496.2% | +90.1% | +1,406.2% | +1,027.0% |
| All | +540.5% | +1,082.4% | -541.9% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling