+421.3%
THC vs S
+41.6%
+379.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.0% | +2.0% | -1.0% | +0.7% |
| 30D | +5.3% | -2.7% | +8.0% | +5.5% |
| 3M | +7.1% | -6.9% | +14.0% | +7.4% |
| 6M | +46.0% | +38.1% | +8.0% | +38.9% |
| YTD | +43.9% | +48.0% | -4.1% | +34.8% |
| 1Y | +45.4% | +34.5% | +11.0% | +38.0% |
| 3Y | +421.3% | +38.3% | +383.0% | +391.7% |
| All | +421.3% | +41.6% | +379.7% | +391.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling