+254.0%
THC vs EXR
-11.8%
+265.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | -0.7% | -2.6% | +1.9% | +0.6% |
| 30D | +1.3% | -7.2% | +8.5% | +5.0% |
| 3M | +64.2% | -3.5% | +67.8% | +67.3% |
| 6M | +8.3% | -5.3% | +13.6% | +10.9% |
| YTD | +33.4% | +9.4% | +24.0% | +26.8% |
| 1Y | +37.7% | +1.3% | +36.4% | +35.5% |
| 3Y | +236.8% | +22.4% | +214.4% | +189.9% |
| All | +254.0% | -11.8% | +265.8% | +293.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling