+1,644.1%
THC vs EXR
+216.3%
+1,427.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.0% | -0.4% | +1.4% | +1.2% |
| 30D | +5.3% | +18.2% | -12.9% | -2.5% |
| 3M | +7.1% | +7.3% | -0.2% | +3.5% |
| 6M | +46.0% | +13.8% | +32.2% | +37.3% |
| YTD | +43.9% | +25.9% | +18.0% | +28.4% |
| 1Y | +45.4% | +25.8% | +19.6% | +29.7% |
| 3Y | +421.3% | +53.7% | +367.6% | +311.5% |
| 5Y | +261.5% | -1.8% | +263.2% | +250.8% |
| All | +1,644.1% | +216.3% | +1,427.8% | +1,165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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