+256.5%
THC vs DRI
+78.6%
+177.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +1.0% | +1.1% | -0.1% | +0.4% |
| 30D | +5.3% | +9.7% | -4.4% | +0.7% |
| 3M | +7.1% | +3.2% | +3.9% | +5.1% |
| 6M | +46.0% | +20.6% | +25.5% | +32.2% |
| YTD | +43.9% | +28.3% | +15.7% | +25.1% |
| 1Y | +45.4% | +34.5% | +10.9% | +22.9% |
| 3Y | +421.3% | +66.5% | +354.8% | +268.6% |
| All | +256.5% | +78.6% | +177.9% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling