+421.3%
THC vs GNRC
+86.4%
+334.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.0% | +7.9% | -7.0% | -0.2% |
| 30D | +5.3% | -3.7% | +9.0% | +5.3% |
| 3M | +7.1% | -11.9% | +19.1% | +8.4% |
| 6M | +46.0% | -28.6% | +74.7% | +52.1% |
| YTD | +43.9% | +39.9% | +4.0% | +26.9% |
| 1Y | +45.4% | +23.4% | +22.1% | +31.2% |
| 3Y | +421.3% | +84.2% | +337.0% | +268.5% |
| All | +421.3% | +86.4% | +334.9% | +268.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling