+9,012.0%
WMT vs THC
+508.9%
+8,503.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +3.9% | -0.7% | +4.6% | +4.0% |
| 30D | -4.4% | +1.3% | -5.7% | -4.5% |
| 3M | -8.8% | +64.2% | -73.0% | -12.5% |
| 6M | -15.6% | +8.3% | -23.9% | -16.5% |
| YTD | -3.2% | +33.4% | -36.6% | -5.8% |
| 1Y | +7.0% | +37.7% | -30.6% | +3.7% |
| 3Y | +105.3% | +236.8% | -131.5% | +83.2% |
| 5Y | +129.3% | +249.3% | -120.0% | +100.2% |
| 10Y | +423.9% | +995.2% | -571.3% | +282.5% |
| All | +9,012.0% | +508.9% | +8,503.1% | +5,002.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling