+1,644.1%
THC vs M
-7.1%
+1,651.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +1.0% | +7.0% | -6.1% | -1.2% |
| 30D | +5.3% | +8.9% | -3.6% | +2.4% |
| 3M | +7.1% | +4.5% | +2.6% | +5.1% |
| 6M | +46.0% | +36.2% | +9.8% | +30.5% |
| YTD | +43.9% | +15.1% | +28.8% | +34.8% |
| 1Y | +45.4% | +27.4% | +18.0% | +31.4% |
| 3Y | +421.3% | +160.1% | +261.1% | +240.0% |
| 5Y | +261.5% | -1.6% | +263.0% | +202.5% |
| All | +1,644.1% | -7.1% | +1,651.2% | +845.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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