+144.9%
W vs THC
+1,000.2%
-855.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | -4.2% | -0.7% | -3.5% | -4.0% |
| 30D | -7.6% | +1.3% | -8.8% | -8.1% |
| 3M | +37.2% | +64.2% | -27.1% | +16.4% |
| 6M | +26.3% | +8.3% | +18.1% | +21.7% |
| YTD | -1.0% | +33.4% | -34.4% | -11.3% |
| 1Y | +20.1% | +37.7% | -17.6% | +5.6% |
| 3Y | +37.8% | +236.8% | -199.0% | -10.7% |
| 5Y | -63.7% | +249.3% | -312.9% | -77.4% |
| All | +144.9% | +1,000.2% | -855.3% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling