+20.5%
XYZ vs THC
+35.6%
-15.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +12.1% | +3.7% | +8.5% | +11.6% |
| 30D | +12.4% | +9.0% | +3.3% | +11.7% |
| 3M | +8.2% | +10.4% | -2.2% | +7.4% |
| 6M | +20.7% | +45.7% | -25.0% | +18.9% |
| YTD | +31.3% | +42.6% | -11.3% | +31.0% |
| 1Y | +20.5% | +38.8% | -18.2% | +20.1% |
| All | +20.5% | +35.6% | -15.1% | +20.1% |
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 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