+246.7%
THC vs DTE
+48.7%
+198.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.6% |
| 7D | -2.6% | +0.9% | -3.4% | -2.9% |
| 30D | -1.2% | -1.9% | +0.7% | -0.4% |
| 3M | +58.9% | -3.3% | +62.2% | +61.3% |
| 6M | +9.3% | -7.1% | +16.5% | +12.7% |
| YTD | +30.4% | +8.1% | +22.3% | +24.6% |
| 1Y | +34.6% | +5.3% | +29.3% | +30.3% |
| 3Y | +246.7% | +48.2% | +198.5% | +172.0% |
| All | +246.7% | +48.7% | +198.0% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling