+580.0%
THC vs M
+401.4%
+178.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | +0.2% |
| 7D | +3.7% | -4.3% | +8.0% | +5.0% |
| 30D | +9.0% | +1.3% | +7.8% | +8.5% |
| 3M | +10.4% | -7.4% | +17.8% | +12.3% |
| 6M | +45.7% | +18.3% | +27.3% | +36.8% |
| YTD | +42.6% | +7.6% | +35.0% | +37.0% |
| 1Y | +38.8% | +17.4% | +21.4% | +29.5% |
| 3Y | +418.8% | +108.4% | +310.5% | +280.4% |
| 5Y | +275.7% | -10.6% | +286.3% | +229.1% |
| 10Y | +1,496.2% | -3.2% | +1,499.4% | +1,018.6% |
| All | +580.0% | +401.4% | +178.6% | +202.2% |
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 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