+399.6%
THC vs Z
+6.9%
+392.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.5% |
| 7D | +3.7% | -4.6% | +8.2% | +4.8% |
| 30D | +9.0% | +8.3% | +0.7% | +6.3% |
| 3M | +10.4% | -11.6% | +22.0% | +12.7% |
| 6M | +45.7% | -33.6% | +79.3% | +59.2% |
| YTD | +42.6% | -56.7% | +99.3% | +70.9% |
| 1Y | +38.8% | -59.1% | +97.9% | +68.5% |
| 3Y | +418.8% | -20.4% | +439.2% | +399.0% |
| 5Y | +275.7% | -55.3% | +330.9% | +297.3% |
| 10Y | +1,496.2% | -14.2% | +1,510.4% | +1,027.8% |
| All | +399.6% | +6.9% | +392.7% | +224.1% |
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