+34.6%
THC vs MTB
+23.0%
+11.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -2.6% | +2.8% | -5.3% | -3.3% |
| 30D | -1.2% | -4.2% | +3.0% | 0.0% |
| 3M | +58.9% | +7.8% | +51.1% | +57.4% |
| 6M | +9.3% | +14.8% | -5.5% | +7.4% |
| YTD | +30.4% | +20.8% | +9.6% | +25.1% |
| 1Y | +34.6% | +23.1% | +11.5% | +32.3% |
| All | +34.6% | +23.0% | +11.6% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling