+1,800.1%
THC vs Z
-11.7%
+1,811.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.0% |
| 7D | +7.5% | -5.2% | +12.6% | +8.9% |
| 30D | +9.6% | +5.7% | +3.8% | +7.5% |
| 3M | +10.3% | -8.7% | +19.0% | +11.6% |
| 6M | +51.8% | -26.0% | +77.8% | +61.5% |
| YTD | +45.4% | -55.0% | +100.5% | +73.2% |
| 1Y | +40.8% | -58.0% | +98.8% | +70.4% |
| 3Y | +448.8% | -15.2% | +464.0% | +417.3% |
| 5Y | +263.4% | -53.8% | +317.2% | +281.2% |
| 10Y | +1,800.1% | -14.5% | +1,814.6% | +1,241.7% |
| All | +1,800.1% | -11.7% | +1,811.7% | +1,241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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