+34.6%
THC vs EXEL
+52.8%
-18.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | -2.6% | +1.4% | -3.9% | -2.7% |
| 30D | -1.2% | +6.7% | -7.8% | -2.1% |
| 3M | +58.9% | +11.5% | +47.5% | +56.6% |
| 6M | +9.3% | +38.8% | -29.5% | +5.0% |
| YTD | +30.4% | +31.6% | -1.2% | +25.7% |
| 1Y | +34.6% | +53.0% | -18.4% | +27.3% |
| All | +34.6% | +52.8% | -18.2% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling