+254.0%
THC vs S
-71.4%
+325.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -0.7% | -7.7% | +7.1% | +0.7% |
| 30D | +1.3% | -5.3% | +6.6% | +1.9% |
| 3M | +64.2% | +20.3% | +44.0% | +57.8% |
| 6M | +8.3% | +47.4% | -39.1% | -0.7% |
| YTD | +33.4% | +32.5% | +0.8% | +24.2% |
| 1Y | +37.7% | +9.5% | +28.1% | +32.1% |
| 3Y | +236.8% | +15.5% | +221.3% | +204.6% |
| All | +254.0% | -71.4% | +325.4% | +277.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling