+36.4%
THC vs ZYBT
-79.2%
+115.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | -0.5% | -3.7% | +3.2% | -0.5% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | +52.3% | +72.2% | -19.9% | +52.6% |
| 6M | +12.4% | +103.1% | -90.7% | +13.8% |
| YTD | +32.7% | +34.8% | -2.1% | +33.9% |
| 1Y | +36.4% | -83.2% | +119.5% | +32.7% |
| All | +36.4% | -79.2% | +115.6% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling