+26.8%
V vs THC
+49.8%
-23.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -2.3% | +0.2% | -2.6% | -2.4% |
| 30D | +9.5% | +9.0% | +0.5% | +8.5% |
| 3M | +17.5% | +12.9% | +4.6% | +15.9% |
| 6M | +32.2% | +52.8% | -20.7% | +25.8% |
| YTD | +22.3% | +47.4% | -25.1% | +16.9% |
| 1Y | +26.8% | +47.7% | -20.9% | +21.1% |
| All | +26.8% | +49.8% | -23.0% | +21.1% |
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