+276.8%
THC vs EXEL
+260.1%
+16.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.4% |
| 7D | +3.7% | +0.3% | +3.4% | +3.6% |
| 30D | +9.0% | +19.0% | -10.0% | +4.9% |
| 3M | +10.4% | +33.3% | -22.9% | +3.3% |
| 6M | +45.7% | +42.9% | +2.8% | +33.9% |
| YTD | +42.6% | +58.7% | -16.1% | +27.4% |
| 1Y | +38.8% | +70.5% | -31.8% | +21.8% |
| 3Y | +418.8% | +233.8% | +185.0% | +252.8% |
| All | +276.8% | +260.1% | +16.7% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling