+723.1%
THC vs REPL
+39.1%
+684.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.8% |
| 7D | +7.5% | +14.2% | -6.7% | +6.5% |
| 30D | +9.6% | +65.9% | -56.3% | +5.7% |
| 3M | +10.3% | +84.6% | -74.3% | +5.5% |
| 6M | +51.8% | +446.9% | -395.1% | +26.0% |
| YTD | +45.4% | +129.0% | -83.6% | +22.8% |
| 1Y | +40.8% | +167.9% | -127.1% | +17.1% |
| 3Y | +448.8% | +93.9% | +354.9% | +261.9% |
| 5Y | +263.4% | -33.0% | +296.4% | +173.9% |
| All | +723.1% | +39.1% | +684.0% | +333.7% |
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