+322.9%
THC vs S
-52.7%
+375.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.4% |
| 7D | +3.7% | -13.4% | +17.1% | +6.0% |
| 30D | +9.0% | -14.0% | +23.0% | +11.4% |
| 3M | +10.4% | +4.9% | +5.5% | +8.4% |
| 6M | +45.7% | +42.0% | +3.7% | +34.8% |
| YTD | +42.6% | +45.1% | -2.6% | +30.3% |
| 1Y | +38.8% | +33.1% | +5.7% | +28.4% |
| 3Y | +418.8% | +40.6% | +378.2% | +353.7% |
| 5Y | +275.7% | -67.5% | +343.1% | +273.3% |
| All | +322.9% | -52.7% | +375.6% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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