+543.0%
XYZ vs THC
+792.4%
-249.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.6% |
| 7D | +9.2% | +5.9% | +3.3% | +7.7% |
| 30D | +9.8% | +10.8% | -1.0% | +7.0% |
| 3M | -0.2% | +9.4% | -9.6% | -2.6% |
| 6M | +18.0% | +53.3% | -35.3% | +3.9% |
| YTD | +29.1% | +44.2% | -15.0% | +14.2% |
| 1Y | +14.1% | +37.3% | -23.2% | +1.9% |
| 3Y | +72.6% | +421.6% | -349.0% | +0.8% |
| 5Y | -64.6% | +279.8% | -344.4% | -77.8% |
| 10Y | +590.0% | +1,513.9% | -923.9% | +179.1% |
| All | +543.0% | +792.4% | -249.4% | +170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling