+555.4%
THC vs MKTX
+1,471.0%
-915.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | +0.2% | +0.7% | +0.9% |
| 30D | +5.3% | +0.9% | +4.4% | +5.1% |
| 3M | +7.1% | +2.6% | +4.5% | +6.5% |
| 6M | +46.0% | +20.4% | +25.6% | +37.8% |
| YTD | +43.9% | -7.1% | +51.0% | +44.1% |
| 1Y | +45.4% | -2.8% | +48.2% | +43.9% |
| 3Y | +421.3% | -21.7% | +443.0% | +428.0% |
| 5Y | +261.5% | -54.5% | +316.0% | +310.0% |
| 10Y | +1,865.8% | +13.0% | +1,852.9% | +1,501.6% |
| All | +555.4% | +1,471.0% | -915.6% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling