-54.2%
W vs THC
+274.4%
-328.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -0.9% |
| 7D | -3.6% | +3.7% | -7.3% | -5.1% |
| 30D | +7.0% | +9.0% | -2.1% | +2.8% |
| 3M | +7.4% | +10.4% | -3.0% | +2.2% |
| 6M | +69.3% | +45.7% | +23.6% | +38.0% |
| YTD | +11.3% | +42.6% | -31.3% | -9.8% |
| 1Y | +13.2% | +38.8% | -25.5% | -7.5% |
| 3Y | +142.0% | +418.8% | -276.8% | -16.8% |
| All | -54.2% | +274.4% | -328.6% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling