+10,632.1%
WMT vs THC
+559.0%
+10,073.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +12.4% | +7.5% | +4.9% | +11.7% |
| 3M | +9.0% | +7.5% | +1.5% | +8.3% |
| 6M | -3.0% | +46.4% | -49.4% | -6.1% |
| YTD | +14.0% | +44.4% | -30.4% | +10.2% |
| 1Y | +23.0% | +43.4% | -20.4% | +18.8% |
| 3Y | +135.1% | +433.3% | -298.2% | +102.5% |
| 5Y | +172.7% | +262.5% | -89.8% | +137.6% |
| 10Y | +528.1% | +1,871.5% | -1,343.5% | +336.8% |
| All | +10,632.1% | +559.0% | +10,073.1% | +5,868.9% |
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