-68.0%
U vs THC
+248.0%
-316.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.6% |
| 7D | +4.5% | -2.6% | +7.0% | +5.6% |
| 30D | -0.6% | -1.2% | +0.6% | -0.1% |
| 3M | +48.4% | +58.9% | -10.5% | +18.7% |
| 6M | +115.4% | +9.3% | +106.0% | +102.6% |
| YTD | -3.2% | +30.4% | -33.6% | -20.0% |
| 1Y | -6.0% | +34.6% | -40.6% | -24.5% |
| 3Y | +13.5% | +246.7% | -233.2% | -53.5% |
| 5Y | -68.0% | +244.5% | -312.5% | -87.8% |
| All | -68.0% | +248.0% | -316.0% | -87.8% |
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