+485.0%
THC vs DRI
+7,577.6%
-7,092.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +64.2% | +13.0% | +51.2% | +56.6% |
| 6M | +8.3% | +8.3% | 0.0% | +4.6% |
| YTD | +33.4% | +20.6% | +12.8% | +23.4% |
| 1Y | +37.7% | +6.5% | +31.2% | +33.0% |
| 3Y | +236.8% | +53.7% | +183.1% | +178.1% |
| 5Y | +249.3% | +72.7% | +176.6% | +176.0% |
| 10Y | +995.2% | +363.2% | +632.1% | +515.2% |
| All | +485.0% | +7,577.6% | -7,092.7% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling