+972.3%
THC vs DTE
+141.0%
+831.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.0% |
| 7D | 0.0% | -2.0% | +2.0% | +1.6% |
| 30D | +1.5% | -2.4% | +3.9% | +3.5% |
| 3M | +59.9% | -7.3% | +67.2% | +69.8% |
| 6M | +11.0% | -7.6% | +18.6% | +17.3% |
| YTD | +32.6% | +5.8% | +26.8% | +24.3% |
| 1Y | +37.4% | +2.3% | +35.0% | +32.2% |
| 3Y | +252.5% | +45.0% | +207.5% | +141.1% |
| 5Y | +262.3% | +33.2% | +229.1% | +161.1% |
| All | +972.3% | +141.0% | +831.3% | +375.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling