+654.9%
THC vs REPL
-6.0%
+660.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -0.7% | -3.0% | +2.3% | -0.5% |
| 30D | +1.3% | +27.1% | -25.9% | -0.5% |
| 3M | +64.2% | +52.4% | +11.9% | +54.4% |
| 6M | +8.3% | +107.4% | -99.2% | -8.0% |
| YTD | +33.4% | +54.7% | -21.4% | +15.9% |
| 1Y | +37.7% | +158.9% | -121.2% | +8.2% |
| 3Y | +236.8% | -23.7% | +260.5% | +150.4% |
| 5Y | +249.3% | -54.3% | +303.6% | +169.9% |
| All | +654.9% | -6.0% | +660.9% | +309.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling