+546.6%
THC vs DTE
+3,620.6%
-3,073.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +1.0% | +3.4% | -2.5% | -0.9% |
| 30D | +5.3% | +8.9% | -3.6% | +0.5% |
| 3M | +7.1% | +1.1% | +6.1% | +6.4% |
| 6M | +46.0% | +0.1% | +46.0% | +45.5% |
| YTD | +43.9% | +11.1% | +32.9% | +34.8% |
| 1Y | +45.4% | +4.9% | +40.5% | +40.5% |
| 3Y | +421.3% | +58.6% | +362.7% | +297.0% |
| 5Y | +261.5% | +47.3% | +214.2% | +184.7% |
| 10Y | +1,865.8% | +151.3% | +1,714.5% | +1,129.6% |
| All | +546.6% | +3,620.6% | -3,073.9% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling