+1,329.5%
THC vs EXPD
+304.0%
+1,025.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | +0.1% |
| 7D | +3.7% | -7.2% | +10.9% | +7.6% |
| 30D | +9.0% | -3.3% | +12.3% | +10.6% |
| 3M | +10.4% | +3.4% | +7.0% | +7.8% |
| 6M | +45.7% | +22.7% | +23.0% | +28.5% |
| YTD | +42.6% | +24.5% | +18.0% | +21.3% |
| 1Y | +38.8% | +38.6% | +0.1% | +10.2% |
| 3Y | +418.8% | +71.5% | +347.3% | +244.6% |
| 5Y | +275.7% | +56.2% | +219.4% | +159.4% |
| All | +1,329.5% | +304.0% | +1,025.5% | +411.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling