+424.6%
THC vs M
+110.5%
+314.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | -1.0% |
| 7D | +5.9% | -2.1% | +8.0% | +6.3% |
| 30D | +10.8% | +7.7% | +3.1% | +9.5% |
| 3M | +9.4% | -4.4% | +13.8% | +10.1% |
| 6M | +53.3% | +27.5% | +25.8% | +46.3% |
| YTD | +44.2% | +12.8% | +31.4% | +40.2% |
| 1Y | +37.3% | +20.7% | +16.6% | +31.8% |
| All | +424.6% | +110.5% | +314.1% | +297.2% |
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