+973.2%
THC vs DGX
+255.3%
+717.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.1% |
| 7D | -0.5% | -0.9% | +0.4% | +0.1% |
| 30D | -1.2% | -1.2% | 0.0% | -0.5% |
| 3M | +52.3% | +15.8% | +36.5% | +36.4% |
| 6M | +12.4% | +18.2% | -5.8% | -1.5% |
| YTD | +32.7% | +37.2% | -4.5% | +3.4% |
| 1Y | +36.4% | +30.4% | +6.0% | +9.7% |
| 3Y | +259.3% | +96.7% | +162.6% | +97.7% |
| 5Y | +262.7% | +67.2% | +195.5% | +123.3% |
| All | +973.2% | +255.3% | +717.9% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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