+386.4%
THC vs DGX
+9,743.1%
-9,356.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | +1.6% | -0.6% | +0.3% |
| 30D | +5.3% | +11.2% | -5.9% | +0.5% |
| 3M | +7.1% | +10.4% | -3.3% | +2.3% |
| 6M | +46.0% | +37.1% | +9.0% | +26.0% |
| YTD | +43.9% | +52.1% | -8.2% | +17.9% |
| 1Y | +45.4% | +40.7% | +4.7% | +23.3% |
| 3Y | +421.3% | +107.6% | +313.7% | +262.4% |
| 5Y | +261.5% | +90.6% | +170.9% | +160.2% |
| 10Y | +1,865.8% | +287.9% | +1,577.9% | +959.7% |
| All | +386.4% | +9,743.1% | -9,356.7% | +25.1% |
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