+19.2%
U vs THC
+50.5%
-31.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | +0.2% |
| 7D | +32.3% | +7.5% | +24.8% | +33.9% |
| 30D | +9.7% | +9.6% | +0.1% | +11.5% |
| 3M | +19.6% | +10.3% | +9.4% | +21.8% |
| 6M | +82.6% | +51.8% | +30.8% | +102.0% |
| YTD | +16.4% | +45.4% | -29.0% | +37.6% |
| All | +19.2% | +50.5% | -31.3% | +39.1% |
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