+210.9%
AA vs THC
+550.9%
-340.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.2% |
| 7D | +0.9% | +3.7% | -2.8% | 0.0% |
| 30D | -6.7% | +9.0% | -15.7% | -8.7% |
| 3M | -16.3% | +10.4% | -26.7% | -18.6% |
| 6M | -37.1% | +45.7% | -82.8% | -43.3% |
| YTD | -25.0% | +42.6% | -67.6% | -32.6% |
| 1Y | +8.6% | +38.8% | -30.2% | -1.9% |
| 3Y | +57.2% | +418.8% | -361.6% | +1.6% |
| 5Y | -13.0% | +275.7% | -288.7% | -41.2% |
| 10Y | +65.5% | +1,496.2% | -1,430.7% | -27.0% |
| All | +210.9% | +550.9% | -340.0% | +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 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