+322.9%
THC vs EXEL
+340.0%
-17.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.3% |
| 7D | +3.7% | +0.3% | +3.4% | +3.6% |
| 30D | +9.0% | +19.0% | -10.0% | +6.5% |
| 3M | +10.4% | +33.3% | -22.9% | +6.0% |
| 6M | +45.7% | +42.9% | +2.8% | +38.3% |
| YTD | +42.6% | +58.7% | -16.1% | +33.2% |
| 1Y | +38.8% | +70.5% | -31.8% | +28.3% |
| 3Y | +418.8% | +233.8% | +185.0% | +330.2% |
| 5Y | +275.7% | +259.3% | +16.3% | +206.5% |
| 10Y | +1,496.2% | +484.1% | +1,012.1% | +1,080.0% |
| All | +322.9% | +340.0% | -17.1% | +149.2% |
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 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