+448.8%
THC vs M
+142.9%
+305.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +0.7% |
| 7D | +7.5% | +2.5% | +4.9% | +7.0% |
| 30D | +9.6% | +10.1% | -0.5% | +7.8% |
| 3M | +10.3% | -0.9% | +11.2% | +10.1% |
| 6M | +51.8% | +30.2% | +21.6% | +44.5% |
| YTD | +45.4% | +16.3% | +29.1% | +40.8% |
| 1Y | +40.8% | +27.0% | +13.8% | +34.1% |
| 3Y | +448.8% | +154.5% | +294.3% | +299.6% |
| All | +448.8% | +142.9% | +305.9% | +299.6% |
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