+262.3%
THC vs GWRE
+14.4%
+247.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | 0.0% | -30.9% | +30.9% | +8.3% |
| 30D | +1.5% | -20.7% | +22.2% | +6.1% |
| 3M | +59.9% | +20.2% | +39.7% | +50.0% |
| 6M | +11.0% | -11.9% | +22.8% | +10.6% |
| YTD | +32.6% | -30.3% | +62.9% | +41.7% |
| 1Y | +37.4% | -44.6% | +82.0% | +58.3% |
| 3Y | +252.5% | +48.8% | +203.8% | +150.4% |
| 5Y | +262.3% | +14.8% | +247.6% | +177.8% |
| All | +262.3% | +14.4% | +247.9% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling