+1,913.5%
THC vs EXPD
+337.7%
+1,575.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | -0.6% |
| 7D | +0.2% | -1.6% | +1.8% | +1.0% |
| 30D | +9.0% | +0.6% | +8.4% | +8.3% |
| 3M | +12.9% | +9.8% | +3.1% | +6.8% |
| 6M | +52.8% | +25.8% | +27.1% | +33.3% |
| YTD | +47.4% | +31.3% | +16.2% | +22.0% |
| 1Y | +47.7% | +40.9% | +6.8% | +16.8% |
| 3Y | +444.7% | +74.7% | +369.9% | +260.9% |
| 5Y | +269.3% | +62.9% | +206.4% | +150.4% |
| 10Y | +1,913.5% | +334.3% | +1,579.2% | +649.4% |
| All | +1,913.5% | +337.7% | +1,575.8% | +649.4% |
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