+499.2%
THC vs WY
+688.1%
-188.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | -0.7% | -1.7% | +1.1% | +0.1% |
| 30D | +1.3% | -10.1% | +11.4% | +6.1% |
| 3M | +64.2% | -5.1% | +69.4% | +67.5% |
| 6M | +8.3% | -4.8% | +13.1% | +9.8% |
| YTD | +33.4% | -0.2% | +33.6% | +31.9% |
| 1Y | +37.7% | -6.6% | +44.3% | +39.7% |
| 3Y | +236.8% | -22.7% | +259.5% | +266.1% |
| 5Y | +249.3% | -22.2% | +271.5% | +277.8% |
| 10Y | +995.2% | +7.3% | +988.0% | +937.3% |
| All | +499.2% | +688.1% | -188.9% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling