-63.7%
XYZ vs THC
+258.4%
-322.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | -1.1% | +1.0% | -2.0% | -1.4% |
| 30D | +11.5% | +5.3% | +6.2% | +9.5% |
| 3M | +1.8% | +7.1% | -5.3% | -1.0% |
| 6M | +21.2% | +46.0% | -24.8% | +2.5% |
| YTD | +29.9% | +43.9% | -14.0% | +7.9% |
| 1Y | +35.8% | +45.4% | -9.7% | +11.6% |
| 3Y | +62.6% | +421.3% | -358.7% | -41.7% |
| All | -63.7% | +258.4% | -322.1% | -84.7% |
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