-39.0%
U vs THC
+785.9%
-824.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -3.8% | -0.7% | -3.2% | -3.6% |
| 30D | +17.5% | +1.3% | +16.2% | +16.9% |
| 3M | +38.7% | +64.2% | -25.5% | +15.1% |
| 6M | +104.4% | +8.3% | +96.1% | +95.8% |
| YTD | -5.7% | +33.4% | -39.1% | -19.2% |
| 1Y | +3.7% | +37.7% | -34.0% | -13.0% |
| 3Y | +12.3% | +236.8% | -224.5% | -39.6% |
| 5Y | -68.8% | +249.3% | -318.1% | -84.7% |
| All | -39.0% | +785.9% | -824.9% | -67.0% |
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