+525.3%
THC vs DRI
+7,978.2%
-7,452.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | +10.4% | +8.2% | +2.2% | +6.8% |
| 6M | +45.7% | +17.5% | +28.1% | +36.5% |
| YTD | +42.6% | +26.9% | +15.7% | +29.2% |
| 1Y | +38.8% | +31.6% | +7.2% | +23.9% |
| 3Y | +418.8% | +67.0% | +351.9% | +314.4% |
| 5Y | +275.7% | +72.9% | +202.8% | +196.5% |
| 10Y | +1,496.2% | +371.3% | +1,124.9% | +785.8% |
| All | +525.3% | +7,978.2% | -7,452.9% | +88.5% |
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