+1,644.1%
THC vs DGX
+279.6%
+1,364.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | +1.6% | -0.6% | -0.1% |
| 30D | +5.3% | +11.2% | -5.9% | -1.9% |
| 3M | +7.1% | +10.4% | -3.3% | -0.2% |
| 6M | +46.0% | +37.1% | +9.0% | +16.3% |
| YTD | +43.9% | +52.1% | -8.2% | +5.3% |
| 1Y | +45.4% | +40.7% | +4.7% | +12.4% |
| 3Y | +421.3% | +107.6% | +313.7% | +185.3% |
| 5Y | +261.5% | +90.6% | +170.9% | +106.6% |
| All | +1,644.1% | +279.6% | +1,364.4% | +371.4% |
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