+1,913.5%
THC vs M
-5.1%
+1,918.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +0.2% | -3.3% | +3.6% | +1.1% |
| 30D | +9.0% | +8.1% | +0.9% | +6.2% |
| 3M | +12.9% | +2.2% | +10.7% | +11.5% |
| 6M | +52.8% | +35.1% | +17.7% | +37.0% |
| YTD | +47.4% | +15.8% | +31.6% | +37.8% |
| 1Y | +47.7% | +25.8% | +21.9% | +34.0% |
| 3Y | +444.7% | +156.2% | +288.4% | +257.1% |
| 5Y | +269.3% | -2.4% | +271.6% | +210.0% |
| 10Y | +1,913.5% | -7.1% | +1,920.7% | +1,016.1% |
| All | +1,913.5% | -5.1% | +1,918.7% | +1,016.1% |
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