+734.4%
THC vs REPL
+36.1%
+698.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.4% | +1.3% |
| 7D | +0.2% | +5.3% | -5.0% | -0.1% |
| 30D | +9.0% | +66.6% | -57.6% | +5.2% |
| 3M | +12.9% | +59.6% | -46.6% | +9.1% |
| 6M | +52.8% | +482.4% | -429.5% | +26.2% |
| YTD | +47.4% | +124.1% | -76.6% | +24.6% |
| 1Y | +47.7% | +138.6% | -90.8% | +24.1% |
| 3Y | +444.7% | +96.0% | +348.6% | +257.5% |
| 5Y | +269.3% | -35.4% | +304.6% | +179.5% |
| All | +734.4% | +36.1% | +698.3% | +340.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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