-22.7%
U vs THC
+856.0%
-878.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.3% |
| 7D | +2.6% | +1.0% | +1.6% | +2.2% |
| 30D | +27.6% | +5.3% | +22.2% | +25.0% |
| 3M | +15.3% | +7.1% | +8.2% | +12.1% |
| 6M | +96.4% | +46.0% | +50.4% | +68.9% |
| YTD | +19.6% | +43.9% | -24.4% | -0.7% |
| 1Y | +42.1% | +45.4% | -3.3% | +17.3% |
| 3Y | +87.5% | +421.3% | -333.8% | -16.4% |
| 5Y | -73.1% | +261.5% | -334.6% | -87.2% |
| All | -22.7% | +856.0% | -878.7% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling