+973.2%
THC vs MKTX
+5.0%
+968.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -1.2% | +0.7% | -1.9% | -1.3% |
| 3M | +52.3% | +40.8% | +11.5% | +44.5% |
| 6M | +12.4% | -8.0% | +20.4% | +13.1% |
| YTD | +32.7% | -8.7% | +41.4% | +33.5% |
| 1Y | +36.4% | -11.8% | +48.2% | +37.7% |
| 3Y | +259.3% | -24.0% | +283.3% | +264.1% |
| 5Y | +262.7% | -60.3% | +323.0% | +293.8% |
| All | +973.2% | +5.0% | +968.2% | +849.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling