+245.8%
THC vs DRI
+53.9%
+192.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -0.7% | +0.6% | -1.2% | -0.9% |
| 30D | +1.3% | +3.8% | -2.6% | -0.1% |
| 3M | +64.2% | +13.0% | +51.2% | +57.9% |
| 6M | +8.3% | +8.3% | 0.0% | +5.2% |
| YTD | +33.4% | +20.6% | +12.8% | +25.5% |
| 1Y | +37.7% | +6.5% | +31.2% | +33.8% |
| All | +245.8% | +53.9% | +192.0% | +174.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling