+37.0%
THC vs QSR
+29.2%
+7.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.2% |
| 7D | +4.1% | -2.4% | +6.4% | +4.6% |
| 30D | +3.5% | +5.7% | -2.2% | +2.5% |
| 3M | +61.7% | +6.9% | +54.8% | +60.4% |
| 6M | +11.8% | +6.9% | +5.0% | +10.3% |
| YTD | +35.4% | +14.9% | +20.5% | +33.4% |
| 1Y | +37.0% | +29.1% | +7.9% | +40.3% |
| All | +37.0% | +29.2% | +7.8% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling