+587.5%
THC vs M
+425.5%
+162.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | -0.3% |
| 7D | +5.9% | -2.1% | +8.0% | +6.6% |
| 30D | +10.8% | +7.7% | +3.1% | +8.4% |
| 3M | +9.4% | -4.4% | +13.8% | +10.4% |
| 6M | +53.3% | +27.5% | +25.8% | +41.0% |
| YTD | +44.2% | +12.8% | +31.4% | +36.7% |
| 1Y | +37.3% | +20.7% | +16.6% | +27.2% |
| 3Y | +421.6% | +111.3% | +310.3% | +281.1% |
| 5Y | +279.8% | -6.3% | +286.1% | +228.4% |
| 10Y | +1,513.9% | +1.5% | +1,512.4% | +1,016.2% |
| All | +587.5% | +425.5% | +162.0% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling