+301.9%
THC vs DOC
-22.8%
+324.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.1% | +6.5% | +7.8% |
| 7D | +8.8% | +8.7% | +0.1% | +4.0% |
| 30D | +12.6% | +7.6% | +5.0% | +8.0% |
| 3M | +15.4% | -5.3% | +20.6% | +18.7% |
| 6M | +57.7% | +27.6% | +30.1% | +35.7% |
| YTD | +47.1% | +32.4% | +14.7% | +22.4% |
| 1Y | +40.7% | +22.9% | +17.8% | +22.8% |
| 3Y | +432.1% | +43.1% | +389.0% | +305.5% |
| 5Y | +301.9% | -21.4% | +323.3% | +398.4% |
| All | +301.9% | -22.8% | +324.7% | +398.4% |
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