+20.7%
XYZ vs THC
+46.1%
-25.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +9.6% | +5.7% | +14.2% |
| 7D | +16.5% | +8.8% | +7.7% | +15.4% |
| 30D | +15.0% | +12.6% | +2.3% | +13.8% |
| 3M | +3.5% | +15.4% | -11.8% | +2.4% |
| 6M | +21.9% | +57.7% | -35.8% | +19.7% |
| YTD | +34.6% | +47.1% | -12.4% | +33.5% |
| 1Y | +20.7% | +40.7% | -20.0% | +19.9% |
| All | +20.7% | +46.1% | -25.4% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling