+266.6%
THC vs MKTX
-25.1%
+291.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.1% | +0.3% | +3.8% | +4.1% |
| 30D | +3.5% | +1.0% | +2.6% | +3.5% |
| 3M | +61.7% | +40.8% | +20.9% | +59.2% |
| 6M | +11.8% | -10.9% | +22.7% | +11.6% |
| YTD | +35.4% | -8.6% | +44.0% | +35.2% |
| 1Y | +37.0% | -11.6% | +48.6% | +37.0% |
| All | +266.6% | -25.1% | +291.8% | +264.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling