-61.6%
XYZ vs THC
+262.3%
-323.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.8% |
| 7D | +14.9% | +7.5% | +7.4% | +11.9% |
| 30D | +14.7% | +9.6% | +5.1% | +10.8% |
| 3M | +12.1% | +10.3% | +1.9% | +7.7% |
| 6M | +18.3% | +51.8% | -33.5% | -1.6% |
| YTD | +36.1% | +45.4% | -9.4% | +12.5% |
| 1Y | +35.3% | +40.8% | -5.5% | +12.8% |
| 3Y | +73.5% | +448.8% | -375.3% | -39.6% |
| 5Y | -61.6% | +263.4% | -325.0% | -83.9% |
| All | -61.6% | +262.3% | -323.9% | -83.9% |
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 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