+7.7%
V vs THC
+40.9%
-33.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -1.7% | -0.7% | -1.1% | -1.7% |
| 30D | +2.0% | +1.3% | +0.7% | +1.8% |
| 3M | +17.4% | +64.2% | -46.9% | +11.2% |
| 6M | +17.5% | +8.3% | +9.2% | +15.3% |
| YTD | +7.6% | +33.4% | -25.8% | +3.8% |
| 1Y | +7.7% | +37.7% | -30.0% | +3.8% |
| All | +7.7% | +40.9% | -33.1% | +3.8% |
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 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