+256.5%
THC vs EXEL
+281.2%
-24.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +1.0% | -0.8% | +1.8% | +1.1% |
| 30D | +5.3% | +13.1% | -7.8% | +2.4% |
| 3M | +7.1% | +36.3% | -29.2% | -0.3% |
| 6M | +46.0% | +34.5% | +11.5% | +36.1% |
| YTD | +43.9% | +57.4% | -13.5% | +28.7% |
| 1Y | +45.4% | +62.9% | -17.5% | +28.9% |
| 3Y | +421.3% | +229.5% | +191.8% | +254.1% |
| All | +256.5% | +281.2% | -24.7% | +124.7% |
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