+973.2%
THC vs GWRE
+131.0%
+842.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -0.5% | -13.2% | +12.7% | +4.3% |
| 30D | -1.2% | -18.6% | +17.4% | +4.3% |
| 3M | +52.3% | +18.9% | +33.4% | +39.0% |
| 6M | +12.4% | -11.0% | +23.4% | +10.6% |
| YTD | +32.7% | -29.9% | +62.6% | +42.3% |
| 1Y | +36.4% | -44.3% | +80.7% | +60.9% |
| 3Y | +259.3% | +51.7% | +207.6% | +140.5% |
| 5Y | +262.7% | +15.4% | +247.2% | +170.2% |
| All | +973.2% | +131.0% | +842.2% | +399.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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