+1,649.1%
THC vs EXEL
+325.9%
+1,323.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | +0.1% | +1.6% | -1.5% | -0.3% |
| 30D | +7.5% | +17.4% | -9.9% | +2.8% |
| 3M | +7.5% | +38.6% | -31.1% | -2.0% |
| 6M | +46.4% | +41.2% | +5.2% | +32.3% |
| YTD | +44.4% | +59.3% | -15.0% | +25.2% |
| 1Y | +43.4% | +60.2% | -16.8% | +24.1% |
| 3Y | +433.3% | +232.6% | +200.7% | +253.3% |
| 5Y | +262.5% | +285.9% | -23.3% | +124.6% |
| All | +1,649.1% | +325.9% | +1,323.3% | +804.2% |
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