+1,115.5%
THC vs INDA
+122.9%
+992.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | +8.8% | +6.2% | +2.6% | +4.6% |
| 30D | +10.0% | +12.4% | -2.3% | +1.8% |
| 3M | +11.7% | +3.2% | +8.5% | +9.3% |
| 6M | +52.5% | +3.8% | +48.7% | +48.5% |
| YTD | +46.1% | -4.3% | +50.4% | +49.7% |
| 1Y | +49.1% | -4.5% | +53.6% | +52.9% |
| 3Y | +439.6% | +17.1% | +422.5% | +379.3% |
| 5Y | +263.2% | +11.0% | +252.1% | +235.1% |
| 10Y | +1,900.5% | +107.5% | +1,793.0% | +1,150.3% |
| All | +1,115.5% | +122.9% | +992.6% | +631.9% |
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