+263.2%
THC vs WY
-32.7%
+295.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.7% |
| 7D | +8.8% | +0.2% | +8.6% | +8.8% |
| 30D | +10.0% | +8.0% | +2.0% | +5.6% |
| 3M | +11.7% | -17.7% | +29.3% | +23.0% |
| 6M | +52.5% | -10.8% | +63.2% | +60.0% |
| YTD | +46.1% | -10.6% | +56.7% | +51.8% |
| 1Y | +49.1% | -5.7% | +54.8% | +49.7% |
| 3Y | +439.6% | -24.8% | +464.4% | +494.8% |
| 5Y | +263.2% | -31.7% | +294.9% | +334.4% |
| All | +263.2% | -32.7% | +295.9% | +334.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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