+269.3%
THC vs EXR
-0.9%
+270.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.8% |
| 7D | +0.2% | -1.1% | +1.4% | +0.8% |
| 30D | +9.0% | +18.8% | -9.8% | +0.1% |
| 3M | +12.9% | +9.9% | +3.0% | +7.6% |
| 6M | +52.8% | +12.6% | +40.2% | +43.7% |
| YTD | +47.4% | +26.5% | +20.9% | +29.9% |
| 1Y | +47.7% | +24.5% | +23.2% | +31.1% |
| 3Y | +444.7% | +52.4% | +392.2% | +314.2% |
| 5Y | +269.3% | -1.5% | +270.8% | +259.6% |
| All | +269.3% | -0.9% | +270.2% | +259.6% |
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