+499.2%
THC vs DTE
+3,490.8%
-2,991.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | -0.7% | +0.2% | -0.8% | -0.7% |
| 30D | +1.3% | -2.6% | +3.8% | +2.6% |
| 3M | +64.2% | -3.9% | +68.2% | +67.6% |
| 6M | +8.3% | -7.9% | +16.2% | +12.6% |
| YTD | +33.4% | +7.2% | +26.2% | +27.5% |
| 1Y | +37.7% | +3.1% | +34.6% | +34.3% |
| 3Y | +236.8% | +47.6% | +189.2% | +166.4% |
| 5Y | +249.3% | +32.7% | +216.5% | +191.2% |
| 10Y | +995.2% | +138.8% | +856.5% | +608.4% |
| All | +499.2% | +3,490.8% | -2,991.6% | +27.7% |
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