-68.9%
XYZ vs THC
+250.3%
-319.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | -1.7% | +1.3% | -3.0% | -2.4% |
| 3M | +16.7% | +64.2% | -47.5% | -5.6% |
| 6M | +26.9% | +8.3% | +18.6% | +21.0% |
| YTD | +27.1% | +33.4% | -6.2% | +9.1% |
| 1Y | +9.3% | +37.7% | -28.4% | -8.8% |
| 3Y | +42.3% | +236.8% | -194.5% | -33.1% |
| All | -68.9% | +250.3% | -319.2% | -86.5% |
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