+950.1%
THC vs EXEL
+380.2%
+569.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.7% |
| 7D | -2.6% | +1.4% | -3.9% | -2.9% |
| 30D | -1.2% | +6.7% | -7.8% | -2.8% |
| 3M | +58.9% | +11.5% | +47.5% | +54.5% |
| 6M | +9.3% | +38.8% | -29.5% | +0.5% |
| YTD | +30.4% | +31.6% | -1.2% | +21.0% |
| 1Y | +34.6% | +53.0% | -18.4% | +19.8% |
| 3Y | +246.7% | +160.8% | +85.8% | +159.8% |
| 5Y | +244.5% | +190.1% | +54.4% | +146.3% |
| 10Y | +950.1% | +367.0% | +583.1% | +703.1% |
| All | +950.1% | +380.2% | +569.9% | +703.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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