+410.7%
THC vs QSR
+218.5%
+192.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.7% | +2.4% | -3.1% | -2.3% |
| 30D | +1.3% | +7.6% | -6.4% | -3.9% |
| 3M | +64.2% | +12.6% | +51.6% | +51.1% |
| 6M | +8.3% | +14.4% | -6.1% | -2.5% |
| YTD | +33.4% | +19.6% | +13.8% | +15.5% |
| 1Y | +37.7% | +33.9% | +3.8% | +9.0% |
| 3Y | +236.8% | +27.1% | +209.7% | +167.8% |
| 5Y | +249.3% | +48.5% | +200.7% | +143.2% |
| 10Y | +995.2% | +126.2% | +869.0% | +458.8% |
| All | +410.7% | +218.5% | +192.2% | +117.4% |
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