+451.1%
THC vs QSR
+202.3%
+248.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.0% | -2.9% | +3.9% | +3.0% |
| 30D | +5.3% | +4.1% | +1.2% | +2.4% |
| 3M | +7.1% | -0.7% | +7.8% | +7.3% |
| 6M | +46.0% | +0.4% | +45.6% | +45.2% |
| YTD | +43.9% | +13.5% | +30.4% | +29.0% |
| 1Y | +45.4% | +11.0% | +34.5% | +32.2% |
| 3Y | +421.3% | +22.0% | +399.3% | +326.1% |
| 5Y | +261.5% | +57.1% | +204.4% | +140.2% |
| 10Y | +1,865.8% | +138.3% | +1,727.6% | +888.4% |
| All | +451.1% | +202.3% | +248.8% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling