+291.9%
AA vs THC
+508.9%
-217.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | +5.0% | +1.3% | +3.7% | +4.5% |
| 3M | -35.8% | +64.2% | -100.1% | -43.4% |
| 6M | -18.4% | +8.3% | -26.7% | -21.2% |
| YTD | -5.5% | +33.4% | -38.9% | -13.5% |
| 1Y | +61.0% | +37.7% | +23.3% | +45.7% |
| 3Y | +66.2% | +236.8% | -170.6% | +18.9% |
| 5Y | +11.4% | +249.3% | -237.9% | -23.4% |
| 10Y | +116.9% | +995.2% | -878.4% | +3.0% |
| All | +291.9% | +508.9% | -217.0% | +42.4% |
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 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