+18.4%
U vs THC
+46.1%
-27.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.6% | -4.7% | +6.5% |
| 7D | +7.5% | +8.8% | -1.4% | +9.0% |
| 30D | -7.0% | +12.6% | -19.7% | -5.0% |
| 3M | +20.6% | +15.4% | +5.2% | +24.0% |
| 6M | +53.2% | +57.7% | -4.5% | +72.3% |
| YTD | -3.9% | +47.1% | -50.9% | +14.3% |
| 1Y | +18.4% | +40.7% | -22.3% | +42.5% |
| All | +18.4% | +46.1% | -27.8% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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