+70.7%
AA vs THC
+238.5%
-167.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +5.0% | +1.3% | +3.7% | +4.6% |
| 3M | -35.8% | +64.2% | -100.1% | -42.9% |
| 6M | -18.4% | +8.3% | -26.7% | -19.8% |
| YTD | -5.5% | +33.4% | -38.9% | -12.8% |
| 1Y | +61.0% | +37.7% | +23.3% | +46.3% |
| All | +70.7% | +238.5% | -167.8% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling