+38.8%
THC vs DRI
+30.3%
+8.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +3.7% | +2.8% | +0.9% | +2.7% |
| 30D | +9.0% | +13.3% | -4.2% | +4.8% |
| 3M | +10.4% | +8.2% | +2.2% | +7.2% |
| 6M | +45.7% | +17.5% | +28.1% | +37.3% |
| YTD | +42.6% | +26.9% | +15.7% | +32.6% |
| 1Y | +38.8% | +31.6% | +7.2% | +27.1% |
| All | +38.8% | +30.3% | +8.5% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling