+394.4%
THC vs ZBRA
+8,231.4%
-7,837.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | +1.0% | +0.6% | +0.3% | +0.8% |
| 30D | +5.3% | -14.0% | +19.3% | +8.8% |
| 3M | +7.1% | -14.7% | +21.8% | +10.7% |
| 6M | +46.0% | +31.3% | +14.7% | +35.5% |
| YTD | +43.9% | +33.4% | +10.5% | +31.8% |
| 1Y | +45.4% | +34.1% | +11.3% | +33.0% |
| 3Y | +421.3% | +59.9% | +361.4% | +350.5% |
| 5Y | +261.5% | -45.3% | +306.7% | +285.9% |
| 10Y | +1,865.8% | +384.4% | +1,481.4% | +1,279.9% |
| All | +394.4% | +8,231.4% | -7,837.0% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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