+53.6%
AA vs THC
+1,325.8%
-1,272.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.0% | +3.8% | +5.1% |
| 7D | +4.8% | +7.5% | -2.7% | +2.4% |
| 30D | -0.6% | +9.6% | -10.2% | -3.6% |
| 3M | -16.3% | +10.3% | -26.5% | -19.2% |
| 6M | -33.4% | +51.8% | -85.2% | -42.9% |
| YTD | -20.7% | +45.4% | -66.1% | -31.9% |
| 1Y | +12.9% | +40.8% | -27.9% | -2.3% |
| 3Y | +75.7% | +448.8% | -373.1% | -7.8% |
| 5Y | -6.8% | +263.4% | -270.2% | -46.5% |
| 10Y | +53.6% | +1,800.1% | -1,746.4% | -46.4% |
| All | +53.6% | +1,325.8% | -1,272.1% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling