+244.5%
THC vs INDA
+7.2%
+237.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -1.0% |
| 7D | -2.6% | -1.0% | -1.6% | -1.8% |
| 30D | -1.2% | -2.5% | +1.4% | +0.8% |
| 3M | +58.9% | +4.0% | +54.9% | +54.2% |
| 6M | +9.3% | -1.8% | +11.1% | +10.7% |
| YTD | +30.4% | -9.2% | +39.5% | +40.0% |
| 1Y | +34.6% | -7.2% | +41.8% | +41.5% |
| 3Y | +246.7% | +9.8% | +236.8% | +204.4% |
| 5Y | +244.5% | +7.5% | +237.0% | +190.0% |
| All | +244.5% | +7.2% | +237.4% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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