+1,913.5%
THC vs DRI
+339.9%
+1,573.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.2% | -0.7% | +1.0% | +0.7% |
| 30D | +9.0% | +14.7% | -5.7% | +0.1% |
| 3M | +12.9% | +5.4% | +7.5% | +8.5% |
| 6M | +52.8% | +18.8% | +34.0% | +35.9% |
| YTD | +47.4% | +28.4% | +19.1% | +23.5% |
| 1Y | +47.7% | +37.7% | +10.1% | +17.8% |
| 3Y | +444.7% | +68.0% | +376.7% | +262.1% |
| 5Y | +269.3% | +78.8% | +190.5% | +132.3% |
| 10Y | +1,913.5% | +334.2% | +1,579.4% | +572.8% |
| All | +1,913.5% | +339.9% | +1,573.7% | +572.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling