+529.9%
THC vs EXR
+2,662.2%
-2,132.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | -0.7% | -2.6% | +1.9% | +0.5% |
| 30D | +1.3% | -7.2% | +8.5% | +4.7% |
| 3M | +64.2% | -3.5% | +67.8% | +67.1% |
| 6M | +8.3% | -5.3% | +13.6% | +10.7% |
| YTD | +33.4% | +9.4% | +24.0% | +27.3% |
| 1Y | +37.7% | +1.3% | +36.4% | +35.7% |
| 3Y | +236.8% | +22.4% | +214.4% | +196.8% |
| 5Y | +249.3% | -12.2% | +261.5% | +255.2% |
| 10Y | +995.2% | +148.6% | +846.7% | +574.0% |
| All | +529.9% | +2,662.2% | -2,132.4% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling