+712.0%
THC vs PSKY
-42.2%
+754.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +1.3% | +24.0% | -22.7% | -6.6% |
| 3M | +64.2% | +2.2% | +62.1% | +61.7% |
| 6M | +8.3% | -9.0% | +17.2% | +9.8% |
| YTD | +33.4% | -18.1% | +51.5% | +38.1% |
| 1Y | +37.7% | -25.1% | +62.8% | +43.1% |
| 3Y | +236.8% | -16.3% | +253.1% | +192.2% |
| 5Y | +249.3% | -70.4% | +319.6% | +325.3% |
| 10Y | +995.2% | -74.2% | +1,069.4% | +1,067.7% |
| All | +712.0% | -42.2% | +754.3% | +393.9% |
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