+499.2%
THC vs DOC
+2,974.4%
-2,475.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.4% |
| 7D | -0.7% | -1.5% | +0.8% | 0.0% |
| 30D | +1.3% | -4.8% | +6.0% | +3.4% |
| 3M | +64.2% | +6.9% | +57.4% | +59.6% |
| 6M | +8.3% | +20.7% | -12.5% | -1.1% |
| YTD | +33.4% | +34.1% | -0.8% | +15.9% |
| 1Y | +37.7% | +22.6% | +15.0% | +24.3% |
| 3Y | +236.8% | +20.8% | +216.0% | +202.1% |
| 5Y | +249.3% | -24.9% | +274.1% | +285.6% |
| 10Y | +995.2% | -1.8% | +997.1% | +988.8% |
| All | +499.2% | +2,974.4% | -2,475.2% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling