+245.8%
THC vs M
+117.7%
+128.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.2% |
| 7D | -0.7% | +4.7% | -5.4% | -1.5% |
| 30D | +1.3% | -9.6% | +10.9% | +3.0% |
| 3M | +64.2% | +0.9% | +63.4% | +63.5% |
| 6M | +8.3% | +22.3% | -14.0% | +3.8% |
| YTD | +33.4% | +6.5% | +26.9% | +30.9% |
| 1Y | +37.7% | +38.8% | -1.1% | +28.3% |
| All | +245.8% | +117.7% | +128.1% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling