+1,110.2%
THC vs INDA
+121.6%
+988.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.3% |
| 7D | +7.5% | +6.1% | +1.4% | +3.4% |
| 30D | +9.6% | +11.7% | -2.1% | +1.8% |
| 3M | +10.3% | +2.1% | +8.2% | +8.7% |
| 6M | +51.8% | +3.2% | +48.7% | +48.4% |
| YTD | +45.4% | -4.9% | +50.3% | +49.7% |
| 1Y | +40.8% | -4.4% | +45.2% | +44.2% |
| 3Y | +448.8% | +17.6% | +431.2% | +386.1% |
| 5Y | +263.4% | +9.9% | +253.5% | +237.7% |
| 10Y | +1,800.1% | +102.7% | +1,697.4% | +1,103.1% |
| All | +1,110.2% | +121.6% | +988.6% | +631.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling