+468.2%
THC vs MDY
+2,662.7%
-2,194.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +1.3% | -1.5% | +2.8% | +2.7% |
| 3M | +64.2% | +0.8% | +63.5% | +62.6% |
| 6M | +8.3% | +7.4% | +0.9% | +0.2% |
| YTD | +33.4% | +15.2% | +18.2% | +14.5% |
| 1Y | +37.7% | +16.5% | +21.1% | +16.6% |
| 3Y | +236.8% | +46.8% | +190.0% | +124.3% |
| 5Y | +249.3% | +46.0% | +203.2% | +139.3% |
| 10Y | +995.2% | +172.1% | +823.2% | +376.1% |
| All | +468.2% | +2,662.7% | -2,194.5% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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