+367.4%
THC vs Z
+25.1%
+342.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.1% |
| 7D | -0.7% | -3.0% | +2.3% | 0.0% |
| 30D | +1.3% | -4.2% | +5.4% | +2.0% |
| 3M | +64.2% | -3.7% | +68.0% | +64.8% |
| 6M | +8.3% | -24.5% | +32.8% | +14.8% |
| YTD | +33.4% | -49.3% | +82.7% | +54.7% |
| 1Y | +37.7% | -58.7% | +96.3% | +67.6% |
| 3Y | +236.8% | -34.1% | +270.9% | +244.9% |
| 5Y | +249.3% | -64.5% | +313.8% | +289.8% |
| 10Y | +995.2% | -0.5% | +995.7% | +649.0% |
| All | +367.4% | +25.1% | +342.3% | +193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling