+562.3%
THC vs DTE
+3,619.8%
-3,057.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +0.2% | +1.6% | -1.3% | -0.6% |
| 30D | +9.0% | +9.1% | -0.1% | +3.9% |
| 3M | +12.9% | +2.4% | +10.5% | +11.3% |
| 6M | +52.8% | -0.2% | +53.1% | +52.5% |
| YTD | +47.4% | +11.0% | +36.4% | +38.1% |
| 1Y | +47.7% | +3.4% | +44.3% | +43.9% |
| 3Y | +444.7% | +57.1% | +387.6% | +316.9% |
| 5Y | +269.3% | +46.6% | +222.7% | +191.6% |
| 10Y | +1,913.5% | +151.3% | +1,762.3% | +1,159.5% |
| All | +562.3% | +3,619.8% | -3,057.4% | +38.3% |
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