+262.5%
THC vs REPL
-35.3%
+297.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.1% |
| 7D | +0.1% | +9.8% | -9.7% | -0.2% |
| 30D | +7.5% | +81.5% | -74.0% | +5.4% |
| 3M | +7.5% | +44.2% | -36.7% | +6.1% |
| 6M | +46.4% | +437.4% | -391.0% | +33.6% |
| YTD | +44.4% | +126.1% | -81.8% | +32.8% |
| 1Y | +43.4% | +143.1% | -99.7% | +31.5% |
| 3Y | +433.3% | +97.8% | +335.5% | +329.8% |
| 5Y | +262.5% | -34.3% | +296.8% | +258.7% |
| All | +262.5% | -35.3% | +297.8% | +258.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling