+350.7%
THC vs DGX
+8,858.2%
-8,507.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -0.7% | -2.3% | +1.7% | +0.3% |
| 30D | +1.3% | +0.6% | +0.7% | +0.9% |
| 3M | +64.2% | +21.4% | +42.8% | +50.1% |
| 6M | +8.3% | +14.7% | -6.5% | +1.1% |
| YTD | +33.4% | +38.4% | -5.1% | +14.1% |
| 1Y | +37.7% | +34.0% | +3.7% | +19.2% |
| 3Y | +236.8% | +92.7% | +144.1% | +142.1% |
| 5Y | +249.3% | +67.7% | +181.6% | +166.4% |
| 10Y | +995.2% | +248.0% | +747.2% | +523.5% |
| All | +350.7% | +8,858.2% | -8,507.5% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling