+254.0%
THC vs DOC
-24.5%
+278.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.6% |
| 7D | -0.7% | -1.5% | +0.8% | +0.1% |
| 30D | +1.3% | -4.8% | +6.0% | +4.0% |
| 3M | +64.2% | +6.9% | +57.4% | +58.4% |
| 6M | +8.3% | +20.7% | -12.5% | -3.6% |
| YTD | +33.4% | +34.1% | -0.8% | +10.4% |
| 1Y | +37.7% | +22.6% | +15.0% | +20.5% |
| 3Y | +236.8% | +20.8% | +216.0% | +194.0% |
| All | +254.0% | -24.5% | +278.5% | +350.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling