+718.8%
THC vs PSKY
-63.1%
+781.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.8% | +2.0% | -1.3% |
| 7D | +1.3% | -24.6% | +25.9% | +9.4% |
| 30D | +1.0% | -36.1% | +37.2% | +14.9% |
| 3M | +28.1% | -53.4% | +81.5% | +46.9% |
| 6M | +28.1% | -53.4% | +81.5% | +46.9% |
| YTD | +28.1% | -53.4% | +81.5% | +46.9% |
| 1Y | +34.2% | -58.4% | +92.6% | +60.4% |
| 3Y | +393.7% | -40.7% | +434.4% | +341.9% |
| 5Y | +320.5% | -80.0% | +400.5% | +438.6% |
| 10Y | +1,073.2% | -84.4% | +1,157.6% | +1,282.4% |
| All | +718.8% | -63.1% | +781.9% | +436.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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