-24.7%
U vs THC
+847.0%
-871.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.9% |
| 7D | +36.6% | +3.7% | +32.9% | +34.6% |
| 30D | +13.3% | +9.0% | +4.3% | +9.7% |
| 3M | +26.2% | +10.4% | +15.8% | +21.5% |
| 6M | +88.7% | +45.7% | +43.1% | +62.4% |
| YTD | +16.6% | +42.6% | -26.0% | -2.8% |
| 1Y | +29.0% | +38.8% | -9.8% | +8.3% |
| 3Y | +99.5% | +418.8% | -319.3% | -10.8% |
| 5Y | -66.1% | +275.7% | -341.8% | -83.8% |
| All | -24.7% | +847.0% | -871.6% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling