+276.8%
THC vs EXPD
+55.6%
+221.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.3% |
| 7D | +3.7% | -7.2% | +10.9% | +6.2% |
| 30D | +9.0% | -3.3% | +12.3% | +10.0% |
| 3M | +10.4% | +3.4% | +7.0% | +8.7% |
| 6M | +45.7% | +22.7% | +23.0% | +34.2% |
| YTD | +42.6% | +24.5% | +18.0% | +28.2% |
| 1Y | +38.8% | +38.6% | +0.1% | +18.6% |
| 3Y | +418.8% | +71.5% | +347.3% | +288.1% |
| All | +276.8% | +55.6% | +221.2% | +194.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling