+1,329.5%
THC vs DRI
+367.2%
+962.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.5% |
| 7D | +3.7% | +2.8% | +0.9% | +2.1% |
| 30D | +9.0% | +13.3% | -4.2% | +1.0% |
| 3M | +10.4% | +8.2% | +2.2% | +4.5% |
| 6M | +45.7% | +17.5% | +28.1% | +30.6% |
| YTD | +42.6% | +26.9% | +15.7% | +20.6% |
| 1Y | +38.8% | +31.6% | +7.2% | +14.4% |
| 3Y | +418.8% | +67.0% | +351.9% | +248.7% |
| 5Y | +275.7% | +72.9% | +202.8% | +143.7% |
| All | +1,329.5% | +367.2% | +962.4% | +584.3% |
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