+547.6%
THC vs EXPD
+30,870.6%
-30,323.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -0.9% |
| 7D | +5.9% | -4.8% | +10.7% | +7.0% |
| 30D | +10.8% | -1.5% | +12.4% | +11.1% |
| 3M | +9.4% | +4.1% | +5.3% | +8.2% |
| 6M | +53.3% | +24.0% | +29.2% | +44.9% |
| YTD | +44.2% | +27.4% | +16.7% | +34.2% |
| 1Y | +37.3% | +38.4% | -1.1% | +25.2% |
| 3Y | +421.6% | +73.2% | +348.4% | +346.4% |
| 5Y | +279.8% | +59.9% | +220.0% | +229.7% |
| 10Y | +1,513.9% | +319.9% | +1,193.9% | +1,054.0% |
| All | +547.6% | +30,870.6% | -30,323.0% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling