+418.8%
THC vs REPL
+48.4%
+370.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.0% | -9.1% | -1.2% |
| 7D | +3.7% | +22.8% | -19.1% | +3.3% |
| 30D | +9.0% | +63.8% | -54.7% | +8.0% |
| 3M | +10.4% | +68.1% | -57.7% | +9.2% |
| 6M | +45.7% | +528.5% | -482.8% | +36.7% |
| YTD | +42.6% | +122.4% | -79.9% | +35.2% |
| 1Y | +38.8% | +154.4% | -115.6% | +31.0% |
| 3Y | +418.8% | +68.0% | +350.8% | +372.0% |
| All | +418.8% | +48.4% | +370.4% | +372.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling