+1,644.1%
THC vs QSR
+137.6%
+1,506.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.0% | -2.9% | +3.9% | +3.2% |
| 30D | +5.3% | +4.1% | +1.2% | +2.1% |
| 3M | +7.1% | -0.7% | +7.8% | +7.2% |
| 6M | +46.0% | +0.4% | +45.6% | +45.1% |
| YTD | +43.9% | +13.5% | +30.4% | +27.7% |
| 1Y | +45.4% | +11.0% | +34.5% | +31.0% |
| 3Y | +421.3% | +22.0% | +399.3% | +317.0% |
| 5Y | +261.5% | +57.1% | +204.4% | +128.5% |
| All | +1,644.1% | +137.6% | +1,506.5% | +769.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling