+295.6%
THC vs EXEL
+273.2%
+22.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.7% | +8.4% | -9.0% | -1.8% |
| 30D | +1.3% | +4.1% | -2.8% | +0.6% |
| 3M | +64.2% | +12.4% | +51.8% | +61.4% |
| 6M | +8.3% | +41.5% | -33.3% | +3.0% |
| YTD | +33.4% | +34.6% | -1.3% | +27.5% |
| 1Y | +37.7% | +57.9% | -20.2% | +28.4% |
| 3Y | +236.8% | +159.5% | +77.3% | +188.8% |
| 5Y | +249.3% | +198.5% | +50.8% | +191.5% |
| 10Y | +995.2% | +411.4% | +583.9% | +721.0% |
| All | +295.6% | +273.2% | +22.4% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling