+254.0%
THC vs M
+27.3%
+226.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | 0.0% |
| 7D | -0.7% | +4.7% | -5.4% | -1.6% |
| 30D | +1.3% | -9.6% | +10.9% | +3.4% |
| 3M | +64.2% | +0.9% | +63.4% | +63.3% |
| 6M | +8.3% | +22.3% | -14.0% | +2.7% |
| YTD | +33.4% | +6.5% | +26.9% | +30.2% |
| 1Y | +37.7% | +38.8% | -1.1% | +26.1% |
| 3Y | +236.8% | +115.9% | +120.9% | +160.4% |
| All | +254.0% | +27.3% | +226.7% | +203.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling