-73.3%
U vs THC
+258.4%
-331.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.4% |
| 7D | +2.6% | +1.0% | +1.6% | +2.1% |
| 30D | +27.6% | +5.3% | +22.2% | +24.3% |
| 3M | +15.3% | +7.1% | +8.2% | +11.3% |
| 6M | +96.4% | +46.0% | +50.4% | +61.9% |
| YTD | +19.6% | +43.9% | -24.4% | -6.1% |
| 1Y | +42.1% | +45.4% | -3.3% | +10.7% |
| 3Y | +87.5% | +421.3% | -333.8% | -41.7% |
| All | -73.3% | +258.4% | -331.7% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling