-63.1%
W vs THC
+250.3%
-313.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | -4.2% | -0.7% | -3.5% | -3.9% |
| 30D | -7.6% | +1.3% | -8.8% | -8.4% |
| 3M | +37.2% | +64.2% | -27.1% | +6.0% |
| 6M | +26.3% | +8.3% | +18.1% | +19.2% |
| YTD | -1.0% | +33.4% | -34.4% | -17.0% |
| 1Y | +20.1% | +37.7% | -17.6% | -2.7% |
| 3Y | +37.8% | +236.8% | -199.0% | -38.1% |
| All | -63.1% | +250.3% | -313.5% | -85.1% |
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 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